-62.2%
XYZ vs NTRA
+195.9%
-258.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.8% |
| 7D | -2.2% | -18.2% | +16.0% | +4.8% |
| 30D | +11.6% | -19.6% | +31.2% | +19.9% |
| 3M | +8.4% | +2.3% | +6.1% | +5.8% |
| 6M | +17.2% | +60.6% | -43.4% | -5.9% |
| YTD | +31.7% | +39.6% | -7.9% | +9.6% |
| 1Y | +30.1% | +54.7% | -24.7% | +3.5% |
| 3Y | +66.4% | +584.3% | -517.8% | -32.9% |
| 5Y | -62.2% | +182.5% | -244.7% | -77.9% |
| All | -62.2% | +195.9% | -258.1% | -77.9% |
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 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