+170.4%
NXT vs NTRA
+647.3%
-476.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -3.9% |
| 7D | -0.2% | +1.6% | -1.8% | -0.5% |
| 30D | -20.0% | +3.8% | -23.7% | -20.4% |
| 3M | -30.9% | +48.2% | -79.2% | -34.9% |
| 6M | -23.8% | +61.0% | -84.8% | -29.4% |
| YTD | -5.4% | +44.2% | -49.6% | -11.2% |
| 1Y | +28.0% | +87.3% | -59.2% | +15.7% |
| 3Y | +93.3% | +509.4% | -416.1% | +35.2% |
| All | +170.4% | +647.3% | -476.9% | +87.1% |
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