+502.5%
NTRA vs GNRC
+61.6%
+440.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +4.1% | -15.7% | +19.8% | +8.1% |
| 3M | +50.0% | -27.3% | +77.4% | +59.8% |
| 6M | +67.3% | -12.1% | +79.4% | +67.8% |
| YTD | +43.6% | +37.1% | +6.5% | +24.8% |
| 1Y | +89.2% | -0.5% | +89.7% | +80.5% |
| 3Y | +502.5% | +61.5% | +441.0% | +378.6% |
| All | +502.5% | +61.6% | +440.9% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling