-21.8%
PATH vs NTRA
+634.6%
-656.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.6% | +14.5% | +4.6% |
| 7D | -5.3% | -25.0% | +19.7% | +3.4% |
| 30D | -0.5% | -21.5% | +20.9% | +6.9% |
| 3M | -7.1% | +17.1% | -24.2% | -13.9% |
| 6M | +23.8% | +44.4% | -20.6% | +5.1% |
| YTD | -20.7% | +35.6% | -56.3% | -31.6% |
| 1Y | -8.1% | +56.5% | -64.6% | -24.9% |
| 3Y | -21.8% | +620.8% | -642.6% | -69.1% |
| All | -21.8% | +634.6% | -656.4% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling