+110.0%
NTRA vs WETO
-99.4%
+209.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +0.9% |
| 7D | +0.2% | -4.3% | +4.5% | +0.2% |
| 30D | +4.1% | -39.9% | +44.0% | +4.1% |
| 3M | +50.0% | -97.9% | +147.9% | +54.4% |
| 6M | +67.3% | -95.0% | +162.3% | +68.8% |
| YTD | +43.6% | -97.2% | +140.7% | +44.3% |
| 1Y | +89.2% | -98.9% | +188.2% | +89.8% |
| All | +110.0% | -99.4% | +209.4% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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