+172.5%
NTRA vs PL
+79.0%
+93.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +1.1% | -7.5% | +8.6% | +2.4% |
| 30D | +0.6% | -25.6% | +26.2% | +5.8% |
| 3M | +51.8% | -45.6% | +97.4% | +67.3% |
| 6M | +63.6% | -29.5% | +93.1% | +64.7% |
| YTD | +41.5% | -9.7% | +51.2% | +34.1% |
| 1Y | +93.6% | +84.4% | +9.3% | +54.3% |
| 3Y | +498.0% | +550.0% | -52.0% | +198.5% |
| 5Y | +172.5% | +79.0% | +93.5% | +64.0% |
| All | +172.5% | +79.0% | +93.5% | +64.0% |
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