+396.9%
APP vs NTRA
+222.8%
+174.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.6% |
| 7D | +1.1% | +0.2% | +0.8% | +0.9% |
| 30D | +6.6% | +4.1% | +2.5% | +4.6% |
| 3M | -32.3% | +50.0% | -82.3% | -44.4% |
| 6M | -29.8% | +67.3% | -97.1% | -46.0% |
| YTD | -51.9% | +43.6% | -95.5% | -60.1% |
| 1Y | -43.3% | +89.2% | -132.5% | -58.7% |
| 3Y | +664.1% | +502.5% | +161.5% | +231.5% |
| 5Y | +318.7% | +173.8% | +144.9% | +133.4% |
| All | +396.9% | +222.8% | +174.0% | +155.4% |
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