+1,723.2%
NTRA vs M
-45.5%
+1,768.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | +0.6% | +4.7% | -4.1% | -0.1% |
| 30D | +19.5% | -9.6% | +29.1% | +21.4% |
| 3M | +47.8% | +0.9% | +46.9% | +47.2% |
| 6M | +61.6% | +22.3% | +39.4% | +56.1% |
| YTD | +43.3% | +6.5% | +36.7% | +40.7% |
| 1Y | +97.0% | +38.8% | +58.3% | +85.2% |
| 3Y | +424.9% | +115.9% | +309.0% | +343.5% |
| 5Y | +165.2% | +28.6% | +136.5% | +137.0% |
| 10Y | +3,114.3% | -2.5% | +3,116.8% | +2,398.0% |
| All | +1,723.2% | -45.5% | +1,768.7% | +1,637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling