+18.9%
RF vs NTRA
+54.2%
-35.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.4% |
| 7D | -1.3% | -18.2% | +16.9% | -0.2% |
| 30D | +4.6% | -19.6% | +24.2% | +5.9% |
| 3M | -8.4% | +2.3% | -10.7% | -9.0% |
| 6M | +8.9% | +60.6% | -51.7% | +2.9% |
| YTD | +8.8% | +39.6% | -30.8% | +2.8% |
| 1Y | +18.9% | +54.7% | -35.8% | +12.5% |
| All | +18.9% | +54.2% | -35.3% | +12.5% |
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