+184.2%
QLD vs NTRA
+484.0%
-299.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | -1.8% | +0.6% | -2.5% | -2.1% |
| 3M | -1.8% | +51.8% | -53.6% | -17.4% |
| 6M | +36.9% | +63.6% | -26.7% | +9.7% |
| YTD | +28.7% | +41.5% | -12.8% | +9.0% |
| 1Y | +41.9% | +93.6% | -51.8% | +4.2% |
| 3Y | +184.2% | +498.0% | -313.8% | +53.6% |
| All | +184.2% | +484.0% | -299.8% | +53.6% |
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