+1,727.4%
NTRA vs NYT
+439.0%
+1,288.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | +4.1% | +4.6% | -0.5% | +2.0% |
| 3M | +50.0% | -9.6% | +59.6% | +54.8% |
| 6M | +67.3% | -14.0% | +81.3% | +76.5% |
| YTD | +43.6% | -2.8% | +46.4% | +42.9% |
| 1Y | +89.2% | +15.6% | +73.7% | +72.9% |
| 3Y | +502.5% | +56.3% | +446.2% | +356.7% |
| 5Y | +173.8% | +39.5% | +134.3% | +113.4% |
| 10Y | +3,189.3% | +488.0% | +2,701.3% | +1,304.9% |
| All | +1,727.4% | +439.0% | +1,288.4% | +568.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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