+349.5%
NTRA vs JAAA
+29.3%
+320.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +0.1% | -0.5% | -0.6% |
| 30D | +4.3% | +0.4% | +3.9% | +3.5% |
| 3M | +50.6% | +1.2% | +49.4% | +47.7% |
| 6M | +63.9% | +2.7% | +61.3% | +57.1% |
| YTD | +42.4% | +3.2% | +39.2% | +35.6% |
| 1Y | +92.1% | +4.8% | +87.3% | +79.0% |
| 3Y | +501.7% | +19.0% | +482.8% | +439.7% |
| 5Y | +171.4% | +26.8% | +144.7% | +140.2% |
| All | +349.5% | +29.3% | +320.3% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling