+1,727.4%
NTRA vs QSR
+175.9%
+1,551.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.5% |
| 7D | +0.2% | -4.0% | +4.2% | +2.3% |
| 30D | +4.1% | +2.8% | +1.4% | +2.5% |
| 3M | +50.0% | +5.1% | +44.9% | +45.5% |
| 6M | +67.3% | +8.8% | +58.5% | +59.0% |
| YTD | +43.6% | +14.8% | +28.8% | +31.8% |
| 1Y | +89.2% | +25.7% | +63.5% | +64.8% |
| 3Y | +502.5% | +27.5% | +475.0% | +407.2% |
| 5Y | +173.8% | +41.3% | +132.5% | +117.2% |
| 10Y | +3,189.3% | +133.8% | +3,055.5% | +1,835.5% |
| All | +1,727.4% | +175.9% | +1,551.5% | +901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling