+1,886.8%
QLD vs NTRA
+1,723.2%
+163.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -0.1% | +19.5% | -19.6% | -5.8% |
| 3M | -8.4% | +47.8% | -56.1% | -19.0% |
| 6M | +32.2% | +61.6% | -29.4% | +12.6% |
| YTD | +28.9% | +43.3% | -14.4% | +13.3% |
| 1Y | +43.8% | +97.0% | -53.2% | +14.8% |
| 3Y | +176.6% | +424.9% | -248.3% | +64.5% |
| 5Y | +121.6% | +165.2% | -43.6% | +43.6% |
| 10Y | +1,652.9% | +3,114.3% | -1,461.4% | +547.3% |
| All | +1,886.8% | +1,723.2% | +163.5% | +653.1% |
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 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