+3,059.8%
NTRA vs XME
+421.4%
+2,638.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.4% |
| 7D | +0.2% | -4.2% | +4.4% | +2.6% |
| 30D | +4.1% | -2.7% | +6.8% | +5.6% |
| 3M | +50.0% | -3.9% | +54.0% | +52.5% |
| 6M | +67.3% | -1.0% | +68.3% | +65.5% |
| YTD | +43.6% | +9.8% | +33.8% | +32.4% |
| 1Y | +89.2% | +32.5% | +56.7% | +54.5% |
| 3Y | +502.5% | +124.3% | +378.2% | +250.1% |
| 5Y | +173.8% | +165.8% | +8.0% | +42.3% |
| All | +3,059.8% | +421.4% | +2,638.4% | +883.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling