+502.5%
NTRA vs QSR
+25.8%
+476.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | +0.2% | -4.0% | +4.2% | +1.4% |
| 30D | +4.1% | +2.8% | +1.4% | +3.2% |
| 3M | +50.0% | +5.1% | +44.9% | +47.4% |
| 6M | +67.3% | +8.8% | +58.5% | +62.4% |
| YTD | +43.6% | +14.8% | +28.8% | +36.9% |
| 1Y | +89.2% | +25.7% | +63.5% | +74.4% |
| 3Y | +502.5% | +27.5% | +475.0% | +405.3% |
| All | +502.5% | +25.8% | +476.7% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling