+172.1%
NXT vs NTRA
+644.2%
-472.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -20.0% | +4.1% | -24.1% | -20.5% |
| 3M | -30.7% | +50.0% | -80.8% | -34.9% |
| 6M | -29.0% | +67.3% | -96.3% | -34.5% |
| YTD | -4.8% | +43.6% | -48.4% | -10.6% |
| 1Y | +22.8% | +89.2% | -66.4% | +10.9% |
| 3Y | +93.9% | +502.5% | -408.6% | +35.9% |
| All | +172.1% | +644.2% | -472.1% | +88.4% |
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