+171.4%
NTRA vs Z
-66.6%
+238.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.2% |
| 7D | -0.5% | -11.6% | +11.1% | +4.2% |
| 30D | +4.3% | -8.5% | +12.8% | +7.2% |
| 3M | +50.6% | -7.9% | +58.5% | +53.2% |
| 6M | +63.9% | -29.1% | +93.0% | +84.0% |
| YTD | +42.4% | -54.2% | +96.6% | +87.7% |
| 1Y | +92.1% | -63.5% | +155.6% | +175.2% |
| 3Y | +501.7% | -38.6% | +540.4% | +537.8% |
| 5Y | +171.4% | -66.0% | +237.4% | +192.3% |
| All | +171.4% | -66.6% | +238.0% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling