+89.2%
NTRA vs PHM
-12.7%
+102.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +0.2% | -5.0% | +5.2% | +1.5% |
| 30D | +4.1% | -8.4% | +12.5% | +6.4% |
| 3M | +50.0% | -4.4% | +54.5% | +51.9% |
| 6M | +67.3% | -3.7% | +71.0% | +66.6% |
| YTD | +43.6% | +1.3% | +42.3% | +43.9% |
| 1Y | +89.2% | -14.0% | +103.3% | +89.2% |
| All | +89.2% | -12.7% | +102.0% | +89.2% |
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