+426.1%
NTRA vs QS
-47.0%
+473.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.6% | +8.5% | +2.8% |
| 7D | +1.6% | -4.2% | +5.8% | +2.1% |
| 30D | +3.8% | -15.7% | +19.4% | +6.1% |
| 3M | +48.2% | -28.7% | +76.9% | +54.4% |
| 6M | +61.0% | -23.2% | +84.2% | +65.0% |
| YTD | +44.2% | -49.9% | +94.1% | +55.7% |
| 1Y | +87.3% | -38.8% | +126.1% | +93.1% |
| 3Y | +509.4% | -24.0% | +533.4% | +451.3% |
| 5Y | +175.1% | -75.6% | +250.7% | +170.6% |
| All | +426.1% | -47.0% | +473.1% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 all: compounded portfolio wealth divided by compounded QS 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…
all analysis · Full analysis span regression · 6 months rolling