+99.0%
NTRA vs LEN
-21.9%
+120.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | -0.4% |
| 7D | -7.9% | +10.5% | -18.3% | -9.6% |
| 30D | -8.1% | +24.6% | -32.8% | -12.3% |
| 3M | +42.1% | +6.6% | +35.5% | +40.5% |
| 6M | +84.8% | +10.6% | +74.2% | +81.9% |
| YTD | +70.7% | -8.3% | +79.0% | +66.8% |
| 1Y | +99.0% | -22.5% | +121.6% | +98.9% |
| All | +99.0% | -21.9% | +120.9% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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