+282.5%
SCHD vs NTRA
+1,727.4%
-1,444.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -0.4% | +4.1% | -4.5% | -0.7% |
| 3M | +5.7% | +50.0% | -44.3% | +2.4% |
| 6M | +11.9% | +67.3% | -55.4% | +7.2% |
| YTD | +26.4% | +43.6% | -17.1% | +22.3% |
| 1Y | +27.6% | +89.2% | -61.6% | +20.9% |
| 3Y | +54.9% | +502.5% | -447.6% | +33.1% |
| 5Y | +60.9% | +173.8% | -112.8% | +41.6% |
| 10Y | +243.4% | +3,189.3% | -2,945.9% | +146.4% |
| All | +282.5% | +1,727.4% | -1,444.9% | +179.0% |
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