+369.5%
ALAB vs NTRA
+260.7%
+108.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -8.7% | +4.1% | -12.8% | -10.3% |
| 3M | -20.7% | +50.0% | -70.8% | -34.8% |
| 6M | +133.5% | +67.3% | +66.2% | +77.6% |
| YTD | +75.1% | +43.6% | +31.5% | +43.2% |
| 1Y | +25.0% | +89.2% | -64.2% | -11.5% |
| All | +369.5% | +260.7% | +108.7% | +155.9% |
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