-66.9%
SE vs NTRA
+171.1%
-238.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.5% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -18.1% | +4.3% | -22.4% | -19.5% |
| 3M | +30.6% | +50.6% | -20.0% | +9.4% |
| 6M | +20.8% | +63.9% | -43.2% | -3.7% |
| YTD | -15.6% | +42.4% | -57.9% | -29.3% |
| 1Y | -44.2% | +92.1% | -136.3% | -59.0% |
| 3Y | +181.5% | +501.7% | -320.2% | +15.9% |
| 5Y | -66.9% | +171.4% | -238.4% | -82.7% |
| All | -66.9% | +171.1% | -238.0% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling