+1,723.2%
NTRA vs STZ
+26.7%
+1,696.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | +19.5% | -1.9% | +21.4% | +20.2% |
| 3M | +47.8% | -6.2% | +54.0% | +50.0% |
| 6M | +61.6% | -14.0% | +75.7% | +68.3% |
| YTD | +43.3% | -5.1% | +48.4% | +42.3% |
| 1Y | +97.0% | -9.6% | +106.6% | +98.8% |
| 3Y | +424.9% | -47.2% | +472.2% | +546.7% |
| 5Y | +165.2% | -33.6% | +198.8% | +196.6% |
| 10Y | +3,114.3% | -9.8% | +3,124.1% | +2,978.9% |
| All | +1,723.2% | +26.7% | +1,696.5% | +1,576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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