+171.4%
NTRA vs M
+13.6%
+157.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.3% |
| 7D | -0.5% | -8.8% | +8.3% | +1.4% |
| 30D | +4.3% | -16.4% | +20.7% | +8.2% |
| 3M | +50.6% | -10.8% | +61.5% | +53.7% |
| 6M | +63.9% | +16.1% | +47.8% | +57.7% |
| YTD | +42.4% | -5.3% | +47.6% | +42.1% |
| 1Y | +92.1% | +24.9% | +67.2% | +79.3% |
| 3Y | +501.7% | +97.5% | +404.2% | +363.6% |
| 5Y | +171.4% | +20.4% | +151.1% | +167.6% |
| All | +171.4% | +13.6% | +157.8% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling