+533.2%
XYZ vs NTRA
+3,259.1%
-2,725.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -1.7% | +19.5% | -21.2% | -8.1% |
| 3M | +16.7% | +47.8% | -31.0% | +1.5% |
| 6M | +26.9% | +61.6% | -34.8% | +5.8% |
| YTD | +27.1% | +43.3% | -16.1% | +9.8% |
| 1Y | +9.3% | +97.0% | -87.8% | -15.5% |
| 3Y | +42.3% | +424.9% | -382.6% | -23.4% |
| 5Y | -69.3% | +165.2% | -234.5% | -81.6% |
| 10Y | +586.8% | +3,114.3% | -2,527.5% | +144.0% |
| All | +533.2% | +3,259.1% | -2,725.9% | +106.3% |
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