+45.4%
NU vs NTRA
+238.5%
-193.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | +10.0% | +4.3% | +5.7% | +8.3% |
| 3M | +29.3% | +50.6% | -21.4% | +8.5% |
| 6M | +0.9% | +63.9% | -63.0% | -18.8% |
| YTD | -10.3% | +42.4% | -52.6% | -24.3% |
| 1Y | -3.2% | +92.1% | -95.2% | -27.7% |
| 3Y | +120.6% | +501.7% | -381.2% | -0.6% |
| All | +45.4% | +238.5% | -193.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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