+15.0%
RF vs NTRA
+87.2%
-72.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -0.1% | +1.6% | -1.7% | -0.3% |
| 30D | -4.0% | +3.8% | -7.8% | -4.3% |
| 3M | +5.6% | +48.2% | -42.7% | +1.6% |
| 6M | +13.1% | +61.0% | -47.9% | +6.9% |
| YTD | +13.6% | +44.2% | -30.6% | +7.9% |
| All | +15.0% | +87.2% | -72.1% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling