+175.1%
NTRA vs FIVE
+35.6%
+139.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.8% |
| 7D | +1.6% | +1.7% | -0.1% | +1.0% |
| 30D | +3.8% | +5.0% | -1.2% | +1.9% |
| 3M | +48.2% | +29.5% | +18.7% | +36.1% |
| 6M | +61.0% | +12.4% | +48.5% | +53.1% |
| YTD | +44.2% | +31.2% | +13.0% | +30.5% |
| 1Y | +87.3% | +72.9% | +14.4% | +54.6% |
| 3Y | +509.4% | +53.0% | +456.4% | +392.5% |
| 5Y | +175.1% | +34.2% | +141.0% | +126.1% |
| All | +175.1% | +35.6% | +139.5% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling