+611.6%
QQQ vs NTRA
+1,711.9%
-1,100.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -1.4% | +4.3% | -5.6% | -2.0% |
| 3M | +2.3% | +50.6% | -48.4% | -4.1% |
| 6M | +16.9% | +63.9% | -47.1% | +7.6% |
| YTD | +15.6% | +42.4% | -26.7% | +8.4% |
| 1Y | +22.6% | +92.1% | -69.5% | +9.9% |
| 3Y | +93.5% | +501.7% | -408.2% | +45.2% |
| 5Y | +93.9% | +171.4% | -77.5% | +52.1% |
| 10Y | +564.6% | +3,161.4% | -2,596.8% | +286.0% |
| All | +611.6% | +1,711.9% | -1,100.3% | +318.7% |
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