+750.3%
NVT vs NTRA
+2,917.7%
-2,167.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.5% |
| 7D | +4.1% | +0.2% | +3.8% | +4.0% |
| 30D | -5.1% | +4.1% | -9.2% | -5.9% |
| 3M | -1.2% | +50.0% | -51.2% | -9.0% |
| 6M | +46.6% | +67.3% | -20.7% | +31.4% |
| YTD | +60.0% | +43.6% | +16.4% | +47.1% |
| 1Y | +70.8% | +89.2% | -18.5% | +49.0% |
| 3Y | +187.5% | +502.5% | -315.0% | +102.1% |
| 5Y | +426.1% | +173.8% | +252.4% | +299.7% |
| All | +750.3% | +2,917.7% | -2,167.5% | +342.1% |
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