+154.7%
QLD vs NTRA
+574.5%
-419.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.6% |
| 7D | -1.4% | -15.4% | +14.0% | +4.8% |
| 30D | -19.6% | -20.0% | +0.5% | -12.6% |
| 3M | -14.1% | -0.5% | -13.6% | -14.7% |
| 6M | -13.6% | +64.9% | -78.6% | -31.6% |
| YTD | +12.5% | +39.9% | -27.3% | -6.2% |
| 1Y | +13.1% | +60.5% | -47.4% | -11.9% |
| 3Y | +154.7% | +605.9% | -451.1% | +13.0% |
| All | +154.7% | +574.5% | -419.8% | +13.0% |
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