+173.5%
NTRA vs PHM
+156.2%
+17.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | +0.2% | -5.0% | +5.2% | +2.4% |
| 30D | +4.1% | -8.4% | +12.5% | +8.0% |
| 3M | +50.0% | -4.4% | +54.5% | +52.5% |
| 6M | +67.3% | -3.7% | +71.0% | +69.1% |
| YTD | +43.6% | +1.3% | +42.3% | +40.4% |
| 1Y | +89.2% | -14.0% | +103.3% | +98.0% |
| 3Y | +502.5% | +48.1% | +454.4% | +334.5% |
| All | +173.5% | +156.2% | +17.4% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling