+115.3%
SPOT vs NTRA
+172.0%
-56.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +7.4% | +4.1% | +3.3% | +5.9% |
| 3M | +8.2% | +50.0% | -41.9% | -6.2% |
| 6M | +2.2% | +67.3% | -65.1% | -15.7% |
| YTD | -9.5% | +43.6% | -53.0% | -21.6% |
| 1Y | -23.8% | +89.2% | -113.1% | -40.2% |
| 3Y | +233.5% | +502.5% | -269.1% | +74.5% |
| All | +115.3% | +172.0% | -56.7% | +41.8% |
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