+247.6%
XLF vs NTRA
+1,711.9%
-1,464.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -1.6% | +4.3% | -5.9% | -2.1% |
| 3M | +9.3% | +50.6% | -41.4% | +4.3% |
| 6M | +14.6% | +63.9% | -49.3% | +8.0% |
| YTD | +4.7% | +42.4% | -37.6% | 0.0% |
| 1Y | +8.6% | +92.1% | -83.4% | +0.4% |
| 3Y | +73.9% | +501.7% | -427.9% | +40.4% |
| 5Y | +65.0% | +171.4% | -106.4% | +38.2% |
| 10Y | +250.4% | +3,161.4% | -2,911.0% | +116.8% |
| All | +247.6% | +1,711.9% | -1,464.3% | +116.0% |
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 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