+166.0%
NTRA vs PL
+20.8%
+145.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +10.4% | -25.0% | -16.4% |
| 7D | -25.0% | -6.8% | -18.2% | -24.3% |
| 30D | -21.5% | -29.3% | +7.8% | -16.9% |
| 3M | +17.1% | -44.8% | +61.8% | +28.9% |
| 6M | +44.4% | -68.4% | +112.8% | +71.0% |
| YTD | +35.6% | -36.4% | +72.0% | +35.6% |
| 1Y | +56.5% | +0.7% | +55.8% | +40.3% |
| 3Y | +620.8% | +455.3% | +165.5% | +261.1% |
| All | +166.0% | +20.8% | +145.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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