+278.9%
ADP vs NTRA
+3,199.2%
-2,920.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | +0.2% | +4.1% | -3.9% | -0.2% |
| 3M | +20.5% | +50.0% | -29.6% | +14.6% |
| 6M | +28.8% | +67.3% | -38.5% | +20.4% |
| YTD | +6.6% | +43.6% | -37.0% | +1.3% |
| 1Y | -6.9% | +89.2% | -96.1% | -14.5% |
| 3Y | +16.1% | +502.5% | -486.4% | -8.7% |
| 5Y | +49.3% | +173.8% | -124.4% | +22.5% |
| All | +278.9% | +3,199.2% | -2,920.3% | +125.9% |
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