+1,633.2%
NTRA vs EXPD
+366.7%
+1,266.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -19.7% | -7.4% | -12.3% | -17.0% |
| 30D | -22.1% | -2.1% | -20.0% | -21.3% |
| 3M | -2.0% | +5.7% | -7.7% | -4.2% |
| 6M | +60.6% | +21.4% | +39.3% | +47.6% |
| YTD | +36.2% | +27.6% | +8.6% | +20.3% |
| 1Y | +51.0% | +36.1% | +14.9% | +29.3% |
| 3Y | +567.5% | +69.9% | +497.6% | +397.8% |
| 5Y | +191.6% | +59.7% | +131.9% | +118.8% |
| 10Y | +2,914.3% | +323.0% | +2,591.3% | +1,496.5% |
| All | +1,633.2% | +366.7% | +1,266.5% | +862.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling