+173.5%
NTRA vs JAAA
+26.5%
+147.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +4.1% | +0.5% | +3.6% | +3.3% |
| 3M | +50.0% | +1.3% | +48.8% | +47.3% |
| 6M | +67.3% | +2.8% | +64.5% | +60.8% |
| YTD | +43.6% | +3.3% | +40.3% | +37.3% |
| 1Y | +89.2% | +4.9% | +84.3% | +77.7% |
| 3Y | +502.5% | +19.0% | +483.6% | +473.5% |
| All | +173.5% | +26.5% | +147.0% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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