+1,727.4%
NTRA vs NTRS
+228.9%
+1,498.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +0.2% | +1.4% | -1.1% | -0.4% |
| 30D | +4.1% | -0.7% | +4.8% | +4.3% |
| 3M | +50.0% | +11.3% | +38.7% | +42.0% |
| 6M | +67.3% | +35.5% | +31.8% | +43.3% |
| YTD | +43.6% | +40.6% | +3.0% | +20.2% |
| 1Y | +89.2% | +49.2% | +40.0% | +53.3% |
| 3Y | +502.5% | +167.2% | +335.3% | +254.1% |
| 5Y | +173.8% | +94.9% | +78.8% | +84.2% |
| 10Y | +3,189.3% | +259.5% | +2,929.8% | +1,410.7% |
| All | +1,727.4% | +228.9% | +1,498.5% | +748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling