+99.0%
NTRA vs M
+36.6%
+62.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | -0.2% |
| 7D | -7.9% | +8.3% | -16.1% | -8.7% |
| 30D | -8.1% | +14.2% | -22.3% | -9.6% |
| 3M | +42.1% | -1.1% | +43.2% | +41.8% |
| 6M | +84.8% | +36.6% | +48.2% | +79.2% |
| YTD | +70.7% | +19.8% | +50.9% | +64.7% |
| 1Y | +99.0% | +37.2% | +61.9% | +91.4% |
| All | +99.0% | +36.6% | +62.5% | +91.4% |
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