+547.1%
XYZ vs NTRA
+3,166.0%
-2,618.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | -1.1% | +2.7% | -3.8% | -1.9% |
| 30D | +11.5% | -19.2% | +30.7% | +18.4% |
| 3M | +1.8% | +2.7% | -0.9% | -0.3% |
| 6M | +21.2% | +63.4% | -42.2% | +0.6% |
| YTD | +29.9% | +39.3% | -9.3% | +11.9% |
| 1Y | +35.8% | +59.0% | -23.2% | +11.7% |
| 3Y | +62.6% | +557.4% | -494.8% | -19.1% |
| 5Y | -62.8% | +177.4% | -240.2% | -78.2% |
| 10Y | +612.0% | +2,761.8% | -2,149.8% | +154.4% |
| All | +547.1% | +3,166.0% | -2,618.9% | +110.3% |
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