+97.0%
NTRA vs NTRS
+47.2%
+49.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +19.5% | +1.7% | +17.8% | +18.7% |
| 3M | +47.8% | +8.9% | +38.9% | +43.5% |
| 6M | +61.6% | +30.6% | +31.1% | +45.9% |
| YTD | +43.3% | +38.7% | +4.6% | +26.0% |
| 1Y | +97.0% | +48.1% | +48.9% | +65.6% |
| All | +97.0% | +47.2% | +49.8% | +65.6% |
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