+173.5%
NTRA vs GAP
+8.7%
+164.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | +0.2% | -4.1% | +4.3% | +1.0% |
| 30D | +4.1% | +6.2% | -2.1% | +2.5% |
| 3M | +50.0% | -0.7% | +50.7% | +49.3% |
| 6M | +67.3% | -7.1% | +74.4% | +67.3% |
| YTD | +43.6% | -14.1% | +57.7% | +44.7% |
| 1Y | +89.2% | -8.5% | +97.7% | +87.1% |
| 3Y | +502.5% | +115.4% | +387.2% | +340.6% |
| All | +173.5% | +8.7% | +164.8% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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