+498.0%
NTRA vs EXPD
+66.3%
+431.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +0.6% | +4.1% | -3.4% | 0.0% |
| 3M | +51.8% | +13.8% | +38.1% | +48.7% |
| 6M | +63.6% | +27.3% | +36.3% | +56.6% |
| YTD | +41.5% | +25.4% | +16.1% | +35.2% |
| 1Y | +93.6% | +54.4% | +39.3% | +75.2% |
| 3Y | +498.0% | +67.9% | +430.2% | +399.4% |
| All | +498.0% | +66.3% | +431.7% | +399.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling