+17.6%
ABNB vs NTRA
+255.3%
-237.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.3% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -5.5% | +4.1% | -9.6% | -6.7% |
| 3M | +30.0% | +50.0% | -20.0% | +15.8% |
| 6M | +27.6% | +67.3% | -39.7% | +9.1% |
| YTD | +25.4% | +43.6% | -18.2% | +11.3% |
| 1Y | +38.3% | +89.2% | -50.9% | +13.0% |
| 3Y | +15.5% | +502.5% | -487.0% | -35.5% |
| 5Y | +3.0% | +173.8% | -170.7% | -37.4% |
| All | +17.6% | +255.3% | -237.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling