+81.1%
QLD vs NTRA
+175.7%
-94.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.7% |
| 7D | -1.4% | -15.4% | +14.0% | +4.1% |
| 30D | -19.6% | -20.0% | +0.5% | -13.4% |
| 3M | -14.1% | -0.5% | -13.6% | -14.6% |
| 6M | -13.6% | +64.9% | -78.6% | -29.2% |
| YTD | +12.5% | +39.9% | -27.3% | -3.6% |
| 1Y | +13.1% | +60.5% | -47.4% | -8.0% |
| 3Y | +154.7% | +605.9% | -451.1% | +24.1% |
| 5Y | +81.1% | +183.0% | -101.9% | +9.1% |
| All | +81.1% | +175.7% | -94.6% | +9.1% |
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 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