+99.0%
NTRA vs PHM
+16.2%
+82.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.5% | -0.8% |
| 7D | -7.9% | +13.6% | -21.5% | -10.6% |
| 30D | -8.1% | +19.3% | -27.4% | -12.1% |
| 3M | +42.1% | +3.5% | +38.6% | +41.5% |
| 6M | +84.8% | +18.6% | +66.2% | +78.3% |
| YTD | +70.7% | +16.7% | +54.0% | +65.9% |
| 1Y | +99.0% | +14.6% | +84.4% | +94.3% |
| All | +99.0% | +16.2% | +82.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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