+291.5%
C vs NTRA
+3,171.2%
-2,879.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +0.3% | -0.5% | +0.7% | +0.3% |
| 30D | +2.0% | +4.3% | -2.3% | +1.3% |
| 3M | +4.4% | +50.6% | -46.3% | -2.4% |
| 6M | +28.3% | +63.9% | -35.6% | +18.0% |
| YTD | +20.5% | +42.4% | -21.9% | +12.9% |
| 1Y | +45.5% | +92.1% | -46.5% | +30.3% |
| 3Y | +274.0% | +501.7% | -227.7% | +179.1% |
| 5Y | +136.1% | +171.4% | -35.3% | +86.0% |
| All | +291.5% | +3,171.2% | -2,879.7% | +100.8% |
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