+122.1%
QLD vs NTRA
+164.5%
-42.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.2% |
| 6M | +36.9% | +63.6% | -26.7% | +12.2% |
| YTD | +28.7% | +41.5% | -12.8% | +10.5% |
| 1Y | +41.9% | +93.6% | -51.8% | +8.3% |
| 3Y | +184.2% | +498.0% | -313.8% | +46.1% |
| 5Y | +122.1% | +172.5% | -50.3% | +31.5% |
| All | +122.1% | +164.5% | -42.4% | +31.5% |
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