+89.2%
NTRA vs M
+34.0%
+55.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.9% | 0.0% |
| 7D | +0.2% | -4.2% | +4.4% | +0.7% |
| 30D | +4.1% | -7.2% | +11.3% | +4.9% |
| 3M | +50.0% | -11.1% | +61.2% | +51.5% |
| 6M | +67.3% | +28.8% | +38.5% | +63.8% |
| YTD | +43.6% | +2.0% | +41.5% | +41.5% |
| 1Y | +89.2% | +31.3% | +58.0% | +76.7% |
| All | +89.2% | +34.0% | +55.2% | +76.7% |
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