+189.1%
NTRA vs S
-56.8%
+245.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.6% | -7.7% | +8.3% | +3.0% |
| 30D | +19.5% | -5.3% | +24.8% | +20.7% |
| 3M | +47.8% | +20.3% | +27.5% | +37.3% |
| 6M | +61.6% | +47.4% | +14.3% | +38.0% |
| YTD | +43.3% | +32.5% | +10.7% | +26.0% |
| 1Y | +97.0% | +9.5% | +87.5% | +82.9% |
| 3Y | +424.9% | +15.5% | +409.4% | +348.1% |
| 5Y | +165.2% | -71.2% | +236.4% | +202.7% |
| All | +189.1% | -56.8% | +245.9% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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