+97.0%
NTRA vs M
+46.1%
+50.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | +0.6% | +4.7% | -4.1% | 0.0% |
| 30D | +19.5% | -9.6% | +29.1% | +20.9% |
| 3M | +47.8% | +0.9% | +46.9% | +47.3% |
| 6M | +61.6% | +22.3% | +39.4% | +57.6% |
| YTD | +43.3% | +6.5% | +36.7% | +40.4% |
| 1Y | +97.0% | +38.8% | +58.3% | +80.0% |
| All | +97.0% | +46.1% | +50.9% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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