+1,723.2%
NTRA vs FIVE
+534.3%
+1,188.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.5% |
| 7D | +0.6% | +4.3% | -3.7% | -0.9% |
| 30D | +19.5% | +12.5% | +7.0% | +14.9% |
| 3M | +47.8% | +31.2% | +16.5% | +34.5% |
| 6M | +61.6% | +14.4% | +47.3% | +52.5% |
| YTD | +43.3% | +33.9% | +9.4% | +28.2% |
| 1Y | +97.0% | +65.1% | +32.0% | +63.4% |
| 3Y | +424.9% | +49.0% | +376.0% | +314.1% |
| 5Y | +165.2% | +30.3% | +134.9% | +111.7% |
| 10Y | +3,114.3% | +481.1% | +2,633.2% | +1,497.9% |
| All | +1,723.2% | +534.3% | +1,188.9% | +828.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling