+99.0%
NTRA vs NTRS
+43.5%
+55.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.2% |
| 7D | -7.9% | +3.6% | -11.4% | -8.7% |
| 30D | -8.1% | +4.3% | -12.4% | -9.1% |
| 3M | +42.1% | -1.9% | +44.0% | +42.0% |
| 6M | +84.8% | +11.4% | +73.4% | +77.3% |
| YTD | +70.7% | +32.3% | +38.4% | +52.6% |
| 1Y | +99.0% | +42.5% | +56.5% | +71.3% |
| All | +99.0% | +43.5% | +55.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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