+597.0%
SE vs NTRA
+2,374.4%
-1,777.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | -0.1% | +0.6% | -0.7% | -0.4% |
| 3M | +34.1% | +51.8% | -17.7% | +15.9% |
| 6M | +23.2% | +63.6% | -40.4% | +2.8% |
| YTD | -11.2% | +41.5% | -52.7% | -22.7% |
| 1Y | -40.5% | +93.6% | -134.2% | -53.6% |
| 3Y | +196.3% | +498.0% | -301.8% | +51.5% |
| 5Y | -67.0% | +172.5% | -239.5% | -80.8% |
| All | +597.0% | +2,374.4% | -1,777.4% | +172.0% |
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