+335.7%
RF vs NTRA
+1,723.2%
-1,387.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | -3.6% | +19.5% | -23.1% | -6.2% |
| 3M | +8.1% | +47.8% | -39.7% | +1.9% |
| 6M | +11.5% | +61.6% | -50.2% | +3.4% |
| YTD | +15.6% | +43.3% | -27.7% | +8.7% |
| 1Y | +15.7% | +97.0% | -81.4% | +3.9% |
| 3Y | +86.9% | +424.9% | -338.0% | +43.8% |
| 5Y | +89.8% | +165.2% | -75.4% | +51.8% |
| 10Y | +344.7% | +3,114.3% | -2,769.6% | +126.8% |
| All | +335.7% | +1,723.2% | -1,387.6% | +122.9% |
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 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