+175.4%
NTRA vs REPL
-35.0%
+210.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -19.2% | +92.2% | -111.4% | -22.2% |
| 3M | +2.7% | +44.1% | -41.4% | +0.2% |
| 6M | +63.4% | +313.0% | -249.7% | +43.5% |
| YTD | +39.3% | +125.2% | -85.9% | +22.0% |
| 1Y | +59.0% | +143.8% | -84.8% | +38.3% |
| 3Y | +557.4% | +104.2% | +453.2% | +332.8% |
| All | +175.4% | -35.0% | +210.4% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling