+182.5%
NTRA vs P
+272.9%
-90.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.2% |
| 7D | -18.2% | -4.7% | -13.5% | -17.4% |
| 30D | -19.6% | -31.4% | +11.8% | -11.2% |
| 3M | +2.3% | -2.6% | +4.9% | +1.0% |
| 6M | +60.6% | +21.9% | +38.7% | +44.3% |
| YTD | +39.6% | +58.9% | -19.3% | +12.8% |
| 1Y | +54.7% | +21.7% | +33.0% | +33.0% |
| 3Y | +584.3% | +193.3% | +390.9% | +269.5% |
| 5Y | +182.5% | +275.1% | -92.6% | +31.7% |
| All | +182.5% | +272.9% | -90.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling