+7.2%
XYZ vs NTRA
+84.8%
-77.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | 0.0% | +4.3% | -4.3% | -0.9% |
| 3M | +18.7% | +50.6% | -32.0% | +7.4% |
| 6M | +20.5% | +63.9% | -43.4% | +4.7% |
| YTD | +21.5% | +42.4% | -20.9% | +8.4% |
| 1Y | +7.2% | +92.1% | -84.9% | -15.7% |
| All | +7.2% | +84.8% | -77.6% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling