+99.0%
NTRA vs FIVE
+63.3%
+35.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | -1.2% |
| 7D | -7.9% | +7.5% | -15.3% | -9.6% |
| 30D | -8.1% | +16.7% | -24.8% | -11.8% |
| 3M | +42.1% | +13.4% | +28.7% | +36.7% |
| 6M | +84.8% | +9.0% | +75.8% | +80.5% |
| YTD | +70.7% | +33.8% | +36.9% | +51.8% |
| 1Y | +99.0% | +61.2% | +37.9% | +66.0% |
| All | +99.0% | +63.3% | +35.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling