+219.8%
ARM vs NTRA
+474.4%
-254.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.5% | +9.5% | +10.8% |
| 7D | +6.0% | -18.2% | +24.2% | +16.3% |
| 30D | -20.3% | -19.6% | -0.7% | -11.6% |
| 3M | -24.4% | +2.3% | -26.7% | -26.1% |
| 6M | -4.4% | +60.6% | -65.0% | -28.2% |
| YTD | +86.0% | +39.6% | +46.4% | +47.3% |
| 1Y | +35.8% | +54.7% | -18.9% | +1.0% |
| 3Y | +289.1% | +584.3% | -295.2% | +38.6% |
| All | +219.8% | +474.4% | -254.6% | +19.6% |
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