+171.2%
NTRA vs EXEL
+187.2%
-15.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.7% |
| 7D | -0.5% | -2.9% | +2.4% | +0.6% |
| 30D | +4.3% | +11.9% | -7.6% | 0.0% |
| 3M | +50.6% | +9.2% | +41.4% | +45.7% |
| 6M | +63.9% | +39.1% | +24.8% | +44.5% |
| YTD | +42.4% | +31.0% | +11.3% | +28.1% |
| 1Y | +92.1% | +52.3% | +39.8% | +61.9% |
| 3Y | +501.7% | +159.7% | +342.0% | +254.7% |
| All | +171.2% | +187.2% | -15.9% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling