-62.8%
W vs NTRA
+171.1%
-233.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.0% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | -5.6% | +4.3% | -9.9% | -7.6% |
| 3M | +41.9% | +50.6% | -8.7% | +13.7% |
| 6M | +30.2% | +63.9% | -33.7% | -1.8% |
| YTD | -2.9% | +42.4% | -45.3% | -21.4% |
| 1Y | +11.6% | +92.1% | -80.5% | -23.2% |
| 3Y | +37.0% | +501.7% | -464.8% | -50.2% |
| 5Y | -62.8% | +171.4% | -234.3% | -84.0% |
| All | -62.8% | +171.1% | -233.9% | -84.0% |
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