+1,613.8%
QLD vs NTRA
+1,633.2%
-19.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | -3.8% | -19.7% | +15.9% | +2.3% |
| 30D | -20.5% | -22.1% | +1.6% | -14.8% |
| 3M | -14.6% | -2.0% | -12.6% | -14.6% |
| 6M | -14.7% | +60.6% | -75.3% | -27.0% |
| YTD | +11.2% | +36.2% | -25.0% | -1.3% |
| 1Y | +7.1% | +51.0% | -43.9% | -7.9% |
| 3Y | +141.1% | +567.5% | -426.4% | +34.7% |
| 5Y | +84.3% | +191.6% | -107.3% | +16.5% |
| 10Y | +1,450.1% | +2,914.3% | -1,464.2% | +480.3% |
| All | +1,613.8% | +1,633.2% | -19.4% | +556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling