+361.5%
ALL vs NTRA
+3,199.2%
-2,837.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -0.4% | +4.1% | -4.5% | -0.7% |
| 3M | +16.0% | +50.0% | -34.0% | +12.6% |
| 6M | +24.6% | +67.3% | -42.7% | +19.6% |
| YTD | +23.7% | +43.6% | -19.9% | +19.8% |
| 1Y | +27.7% | +89.2% | -61.5% | +21.2% |
| 3Y | +150.2% | +502.5% | -352.3% | +114.3% |
| 5Y | +117.1% | +173.8% | -56.7% | +92.3% |
| All | +361.5% | +3,199.2% | -2,837.7% | +213.3% |
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 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