+20.6%
NXPI vs NTRA
+172.0%
-151.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.3% |
| 7D | +3.9% | +0.2% | +3.6% | +3.8% |
| 30D | +1.4% | +4.1% | -2.7% | +0.4% |
| 3M | -21.5% | +50.0% | -71.6% | -29.2% |
| 6M | +19.4% | +67.3% | -47.9% | +3.8% |
| YTD | +9.9% | +43.6% | -33.6% | -1.2% |
| 1Y | +7.9% | +89.2% | -81.4% | -9.7% |
| 3Y | +22.7% | +502.5% | -479.9% | -22.1% |
| All | +20.6% | +172.0% | -151.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling