+1,735.1%
NTRA vs XME
+468.0%
+1,267.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +3.8% | +1.4% | +2.4% | +2.9% |
| 3M | +48.2% | +2.7% | +45.5% | +45.4% |
| 6M | +61.0% | +6.5% | +54.4% | +53.5% |
| YTD | +44.2% | +15.2% | +29.0% | +30.8% |
| 1Y | +87.3% | +43.5% | +43.8% | +49.4% |
| 3Y | +509.4% | +135.9% | +373.6% | +264.0% |
| 5Y | +175.1% | +181.5% | -6.3% | +49.0% |
| 10Y | +3,203.1% | +436.9% | +2,766.2% | +1,082.4% |
| All | +1,735.1% | +468.0% | +1,267.1% | +481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling