+97.0%
NTRA vs LEN
-37.1%
+134.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.6% | -3.2% | +3.8% | +1.2% |
| 30D | +19.5% | -4.9% | +24.4% | +20.5% |
| 3M | +47.8% | -8.5% | +56.3% | +49.3% |
| 6M | +61.6% | -20.7% | +82.3% | +60.3% |
| YTD | +43.3% | -17.4% | +60.7% | +42.7% |
| 1Y | +97.0% | -38.2% | +135.3% | +92.0% |
| All | +97.0% | -37.1% | +134.1% | +92.0% |
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