+174.9%
NTRA vs REPL
-54.7%
+229.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +1.6% | -9.6% | +11.2% | +2.1% |
| 30D | +3.8% | +5.7% | -1.9% | +3.4% |
| 3M | +48.2% | +56.4% | -8.1% | +40.6% |
| 6M | +61.0% | +67.4% | -6.5% | +43.3% |
| YTD | +44.2% | +48.7% | -4.5% | +29.2% |
| 1Y | +87.3% | +148.3% | -61.0% | +54.0% |
| 3Y | +509.4% | -26.7% | +536.1% | +403.2% |
| All | +174.9% | -54.7% | +229.6% | +158.9% |
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