+1,700.8%
NTRA vs EXEL
+1,501.9%
+198.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +0.6% | +6.7% | -6.0% | -1.4% |
| 3M | +51.8% | +11.5% | +40.4% | +47.0% |
| 6M | +63.6% | +38.8% | +24.8% | +47.6% |
| YTD | +41.5% | +31.6% | +9.9% | +29.6% |
| 1Y | +93.6% | +53.0% | +40.6% | +68.2% |
| 3Y | +498.0% | +160.8% | +337.2% | +320.6% |
| 5Y | +172.5% | +190.1% | -17.6% | +85.1% |
| 10Y | +2,960.8% | +367.0% | +2,593.8% | +1,607.0% |
| All | +1,700.8% | +1,501.9% | +198.8% | +681.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling