+555.9%
XYZ vs NTRA
+3,173.5%
-2,617.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.6% |
| 7D | -2.2% | -18.2% | +16.0% | +3.8% |
| 30D | +11.6% | -19.6% | +31.2% | +18.7% |
| 3M | +8.4% | +2.3% | +6.1% | +6.3% |
| 6M | +17.2% | +60.6% | -43.4% | -2.2% |
| YTD | +31.7% | +39.6% | -7.9% | +13.3% |
| 1Y | +30.1% | +54.7% | -24.7% | +8.0% |
| 3Y | +66.4% | +584.3% | -517.8% | -18.3% |
| 5Y | -62.2% | +182.5% | -244.7% | -77.9% |
| 10Y | +621.5% | +2,768.3% | -2,146.8% | +157.8% |
| All | +555.9% | +3,173.5% | -2,617.6% | +113.0% |
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