+97.0%
NTRA vs EXEL
+59.2%
+37.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.6% | +8.4% | -7.8% | -2.1% |
| 30D | +19.5% | +4.1% | +15.4% | +17.5% |
| 3M | +47.8% | +12.4% | +35.3% | +42.2% |
| 6M | +61.6% | +41.5% | +20.1% | +46.3% |
| YTD | +43.3% | +34.6% | +8.6% | +31.5% |
| 1Y | +97.0% | +57.9% | +39.2% | +71.8% |
| All | +97.0% | +59.2% | +37.8% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling