+160.3%
NXPI vs NTRA
+1,700.8%
-1,540.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -6.6% | +0.6% | -7.2% | -6.8% |
| 3M | -25.4% | +51.8% | -77.3% | -32.4% |
| 6M | +11.9% | +63.6% | -51.7% | -1.2% |
| YTD | +4.0% | +41.5% | -37.5% | -5.5% |
| 1Y | +1.0% | +93.6% | -92.6% | -14.6% |
| 3Y | +16.3% | +498.0% | -481.7% | -24.1% |
| 5Y | +17.7% | +172.5% | -154.8% | -16.7% |
| 10Y | +195.8% | +2,960.8% | -2,765.0% | +36.7% |
| All | +160.3% | +1,700.8% | -1,540.5% | +19.3% |
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