+216.4%
TER vs NTRA
+172.0%
+44.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +6.4% | +0.2% | +6.1% | +6.3% |
| 30D | -5.7% | +4.1% | -9.8% | -6.8% |
| 3M | -0.4% | +50.0% | -50.4% | -11.9% |
| 6M | +25.8% | +67.3% | -41.5% | +7.1% |
| YTD | +96.4% | +43.6% | +52.8% | +73.9% |
| 1Y | +229.2% | +89.2% | +140.0% | +170.3% |
| 3Y | +288.1% | +502.5% | -214.4% | +134.4% |
| All | +216.4% | +172.0% | +44.4% | +121.1% |
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