+107.4%
XRT vs NTRA
+1,723.2%
-1,615.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -4.2% | +19.5% | -23.7% | -6.7% |
| 3M | +5.1% | +47.8% | -42.7% | -0.8% |
| 6M | +2.4% | +61.6% | -59.2% | -4.9% |
| YTD | +3.2% | +43.3% | -40.1% | -2.8% |
| 1Y | +1.5% | +97.0% | -95.5% | -8.6% |
| 3Y | +40.6% | +424.9% | -384.4% | +8.9% |
| 5Y | -1.0% | +165.2% | -166.2% | -21.7% |
| 10Y | +128.4% | +3,114.3% | -2,985.9% | +33.6% |
| All | +107.4% | +1,723.2% | -1,615.9% | +25.5% |
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