-2.6%
XRT vs NTRA
+171.1%
-173.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -6.7% | +4.3% | -11.0% | -7.4% |
| 3M | -1.4% | +50.6% | -52.0% | -8.9% |
| 6M | +1.7% | +63.9% | -62.2% | -8.1% |
| YTD | -1.5% | +42.4% | -43.8% | -9.0% |
| 1Y | -2.5% | +92.1% | -94.6% | -15.0% |
| 3Y | +39.9% | +501.7% | -461.8% | -4.5% |
| 5Y | -2.6% | +171.4% | -174.1% | -29.7% |
| All | -2.6% | +171.1% | -173.7% | -29.7% |
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