+116.4%
RF vs NTRA
+586.3%
-469.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +0.3% | -19.7% | +20.1% | +2.9% |
| 30D | +6.2% | -22.1% | +28.3% | +9.2% |
| 3M | -7.8% | -2.0% | -5.8% | -8.2% |
| 6M | +5.9% | +60.6% | -54.7% | -2.5% |
| YTD | +9.0% | +36.2% | -27.1% | +2.2% |
| 1Y | +19.3% | +51.0% | -31.7% | +9.8% |
| 3Y | +116.4% | +567.5% | -451.0% | +23.9% |
| All | +116.4% | +586.3% | -469.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling