+89.2%
NTRA vs GWRE
-44.7%
+133.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +0.2% | -13.2% | +13.5% | +2.0% |
| 30D | +4.1% | -18.6% | +22.7% | +5.9% |
| 3M | +50.0% | +18.9% | +31.1% | +42.8% |
| 6M | +67.3% | -11.0% | +78.3% | +66.8% |
| YTD | +43.6% | -29.9% | +73.5% | +55.0% |
| 1Y | +89.2% | -44.3% | +133.6% | +121.2% |
| All | +89.2% | -44.7% | +133.9% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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