+1,694.1%
NTRA vs EXPD
+382.7%
+1,311.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -11.2% | +3.6% | -14.8% | -12.4% |
| 30D | -18.4% | +0.3% | -18.7% | -18.3% |
| 3M | +2.2% | +6.1% | -3.9% | -0.2% |
| 6M | +58.1% | +27.4% | +30.8% | +42.5% |
| YTD | +41.0% | +32.0% | +9.0% | +22.8% |
| 1Y | +54.1% | +40.5% | +13.6% | +30.3% |
| 3Y | +590.9% | +75.7% | +515.2% | +408.1% |
| 5Y | +180.7% | +61.7% | +119.0% | +109.8% |
| 10Y | +2,796.3% | +336.8% | +2,459.6% | +1,412.6% |
| All | +1,694.1% | +382.7% | +1,311.4% | +882.9% |
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