+180.7%
NTRA vs M
-4.1%
+184.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | -11.2% | +0.6% | -11.8% | -11.3% |
| 30D | -18.4% | +7.0% | -25.4% | -19.6% |
| 3M | +2.2% | +3.1% | -0.9% | +1.3% |
| 6M | +58.1% | +33.5% | +24.6% | +47.2% |
| YTD | +41.0% | +13.4% | +27.6% | +35.0% |
| 1Y | +54.1% | +22.4% | +31.7% | +44.6% |
| 3Y | +590.9% | +150.9% | +440.1% | +392.5% |
| 5Y | +180.7% | -3.0% | +183.8% | +139.1% |
| All | +180.7% | -4.1% | +184.8% | +139.1% |
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