+50.9%
XYZ vs NTRA
+484.0%
-433.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | +1.4% | +0.6% | +0.8% | +1.2% |
| 3M | +14.6% | +51.8% | -37.3% | -0.9% |
| 6M | +20.8% | +63.6% | -42.8% | +0.5% |
| YTD | +23.1% | +41.5% | -18.4% | +7.1% |
| 1Y | +5.6% | +93.6% | -88.0% | -18.3% |
| 3Y | +50.9% | +498.0% | -447.1% | -23.9% |
| All | +50.9% | +484.0% | -433.1% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling