+498.5%
V vs NTRA
+1,723.2%
-1,224.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +2.0% | +19.5% | -17.5% | -0.4% |
| 3M | +17.4% | +47.8% | -30.4% | +11.7% |
| 6M | +17.5% | +61.6% | -44.1% | +10.3% |
| YTD | +7.6% | +43.3% | -35.7% | +2.2% |
| 1Y | +7.7% | +97.0% | -89.3% | -1.6% |
| 3Y | +54.7% | +424.9% | -370.3% | +23.8% |
| 5Y | +73.0% | +165.2% | -92.1% | +42.4% |
| 10Y | +390.9% | +3,114.3% | -2,723.4% | +201.4% |
| All | +498.5% | +1,723.2% | -1,224.7% | +266.3% |
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