+214.8%
B vs NTRA
+2,761.8%
-2,547.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -7.3% | +2.7% | -10.0% | -7.5% |
| 30D | -3.3% | -19.2% | +15.8% | -1.8% |
| 3M | -7.8% | +2.7% | -10.4% | -8.1% |
| 6M | -15.5% | +63.4% | -78.9% | -19.0% |
| YTD | -12.3% | +39.3% | -51.5% | -15.1% |
| 1Y | +5.4% | +59.0% | -53.6% | +1.0% |
| 3Y | +165.5% | +557.4% | -391.8% | +130.4% |
| 5Y | +107.0% | +177.4% | -70.3% | +82.4% |
| All | +214.8% | +2,761.8% | -2,547.0% | +151.9% |
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