+505.1%
NTRA vs REPL
-27.0%
+532.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +1.6% | -9.6% | +11.2% | +1.8% |
| 30D | +3.8% | +5.7% | -1.9% | +3.6% |
| 3M | +48.2% | +56.4% | -8.1% | +44.9% |
| 6M | +61.0% | +67.4% | -6.5% | +53.3% |
| YTD | +44.2% | +48.7% | -4.5% | +37.6% |
| 1Y | +87.3% | +148.3% | -61.0% | +72.7% |
| All | +505.1% | -27.0% | +532.1% | +474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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