+3,059.8%
NTRA vs EVRG
+113.9%
+2,945.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +4.1% | -1.2% | +5.3% | +4.5% |
| 3M | +50.0% | -0.6% | +50.7% | +50.1% |
| 6M | +67.3% | +2.4% | +64.9% | +65.7% |
| YTD | +43.6% | +15.5% | +28.1% | +36.4% |
| 1Y | +89.2% | +16.8% | +72.4% | +78.8% |
| 3Y | +502.5% | +75.0% | +427.5% | +387.7% |
| 5Y | +173.8% | +49.3% | +124.4% | +133.2% |
| All | +3,059.8% | +113.9% | +2,945.8% | +2,308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling