+650.5%
NUE vs NTRA
+1,727.4%
-1,076.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | -4.6% | +4.1% | -8.7% | -5.0% |
| 3M | -0.3% | +50.0% | -50.4% | -5.3% |
| 6M | +51.9% | +67.3% | -15.4% | +41.8% |
| YTD | +60.0% | +43.6% | +16.4% | +51.7% |
| 1Y | +82.9% | +89.2% | -6.4% | +67.6% |
| 3Y | +66.0% | +502.5% | -436.6% | +30.7% |
| 5Y | +149.0% | +173.8% | -24.8% | +104.1% |
| 10Y | +588.3% | +3,189.3% | -2,601.0% | +289.0% |
| All | +650.5% | +1,727.4% | -1,076.9% | +318.0% |
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