-48.8%
SE vs NTRA
+99.0%
-147.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.8% | +4.3% |
| 7D | +6.7% | -7.9% | +14.5% | +8.3% |
| 30D | -17.2% | -8.1% | -9.1% | -16.0% |
| 3M | -28.0% | +42.1% | -70.1% | -33.7% |
| 6M | -6.1% | +84.8% | -90.9% | -19.7% |
| YTD | -37.1% | +70.7% | -107.8% | -45.2% |
| 1Y | -48.8% | +99.0% | -147.8% | -58.4% |
| All | -48.8% | +99.0% | -147.8% | -58.4% |
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