+250.1%
SPOT vs NTRA
+3,585.2%
-3,335.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.1% |
| 7D | -6.9% | -0.5% | -6.4% | -6.7% |
| 30D | +4.1% | +4.3% | -0.2% | +2.9% |
| 3M | +3.7% | +50.6% | -46.9% | -8.1% |
| 6M | -1.6% | +63.9% | -65.5% | -15.7% |
| YTD | -10.2% | +42.4% | -52.5% | -20.2% |
| 1Y | -25.9% | +92.1% | -118.0% | -39.6% |
| 3Y | +235.6% | +501.7% | -266.2% | +97.2% |
| 5Y | +110.6% | +171.4% | -60.9% | +36.4% |
| All | +250.1% | +3,585.2% | -3,335.1% | +47.4% |
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 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