-38.4%
U vs NTRA
+431.3%
-469.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | 0.0% | -0.5% | +0.4% | +0.2% |
| 30D | -4.1% | +4.3% | -8.4% | -6.2% |
| 3M | +57.8% | +50.6% | +7.2% | +26.7% |
| 6M | +103.5% | +63.9% | +39.6% | +52.8% |
| YTD | -4.8% | +42.4% | -47.1% | -23.2% |
| 1Y | -2.4% | +92.1% | -94.5% | -32.2% |
| 3Y | +11.7% | +501.7% | -490.1% | -59.3% |
| 5Y | -68.9% | +171.4% | -240.3% | -85.3% |
| All | -38.4% | +431.3% | -469.8% | -86.3% |
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