+3,417.5%
NTRA vs P
+485.4%
+2,932.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | +0.6% | +6.5% | -6.0% | -1.7% |
| 30D | +19.5% | +18.8% | +0.7% | +11.1% |
| 3M | +47.8% | +26.7% | +21.0% | +32.4% |
| 6M | +61.6% | +62.2% | -0.5% | +29.2% |
| YTD | +43.3% | +48.5% | -5.2% | +16.5% |
| 1Y | +97.0% | +26.4% | +70.6% | +64.1% |
| 3Y | +424.9% | +159.4% | +265.5% | +197.8% |
| 5Y | +165.2% | +275.8% | -110.6% | +23.6% |
| 10Y | +3,114.3% | +732.0% | +2,382.3% | +1,000.1% |
| All | +3,417.5% | +485.4% | +2,932.1% | +1,137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling