+99.0%
NTRA vs XME
+5.2%
+93.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -7.9% | -5.5% | -2.4% | -5.8% |
| 30D | -8.1% | -11.1% | +3.0% | -4.0% |
| 3M | +42.1% | -11.1% | +53.2% | +49.0% |
| 6M | +84.8% | -18.0% | +102.8% | +95.9% |
| YTD | +70.7% | -7.4% | +78.1% | +73.1% |
| 1Y | +99.0% | +6.7% | +92.4% | +94.2% |
| All | +99.0% | +5.2% | +93.8% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling