+173.5%
NTRA vs RUN
-81.0%
+254.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.2% | -3.7% | +3.9% | +0.8% |
| 30D | +4.1% | -13.0% | +17.1% | +6.4% |
| 3M | +50.0% | -31.8% | +81.8% | +59.2% |
| 6M | +67.3% | -32.2% | +99.5% | +76.2% |
| YTD | +43.6% | -53.5% | +97.1% | +56.8% |
| 1Y | +89.2% | -46.5% | +135.8% | +99.2% |
| 3Y | +502.5% | -37.6% | +540.2% | +377.7% |
| All | +173.5% | -81.0% | +254.5% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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