-68.4%
XYZ vs NTRA
+177.1%
-245.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.6% |
| 7D | -3.7% | +1.6% | -5.3% | -4.3% |
| 30D | +0.5% | +3.8% | -3.2% | -1.0% |
| 3M | +16.3% | +48.2% | -32.0% | -1.9% |
| 6M | +21.1% | +61.0% | -39.8% | -2.6% |
| YTD | +22.0% | +44.2% | -22.2% | +1.8% |
| 1Y | +5.2% | +87.3% | -82.1% | -21.6% |
| 3Y | +49.6% | +509.4% | -459.8% | -36.1% |
| 5Y | -68.4% | +175.1% | -243.6% | -82.5% |
| All | -68.4% | +177.1% | -245.6% | -82.5% |
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 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