+199.9%
B vs NTRA
+3,171.2%
-2,971.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | -5.0% | -0.5% | -4.6% | -5.0% |
| 30D | +8.7% | +4.3% | +4.4% | +8.4% |
| 3M | +17.3% | +50.6% | -33.3% | +13.7% |
| 6M | -5.0% | +63.9% | -69.0% | -8.7% |
| YTD | +1.4% | +42.4% | -40.9% | -1.6% |
| 1Y | +50.5% | +92.1% | -41.6% | +43.2% |
| 3Y | +194.4% | +501.7% | -307.4% | +159.7% |
| 5Y | +156.7% | +171.4% | -14.8% | +128.2% |
| All | +199.9% | +3,171.2% | -2,971.3% | +171.1% |
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