+163.2%
W vs NTRA
+1,700.8%
-1,537.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | +6.5% | +1.1% | +5.4% | +6.1% |
| 30D | -6.2% | +0.6% | -6.9% | -6.4% |
| 3M | +48.9% | +51.8% | -3.0% | +27.2% |
| 6M | +31.2% | +63.6% | -32.4% | +7.9% |
| YTD | -0.4% | +41.5% | -41.9% | -13.7% |
| 1Y | +14.8% | +93.6% | -78.8% | -11.5% |
| 3Y | +40.5% | +498.0% | -457.5% | -28.4% |
| 5Y | -62.1% | +172.5% | -234.6% | -77.4% |
| 10Y | +141.5% | +2,960.8% | -2,819.3% | -21.1% |
| All | +163.2% | +1,700.8% | -1,537.6% | -22.1% |
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 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