+395.2%
COR vs NTRA
+3,199.2%
-2,804.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | +2.6% | +4.1% | -1.6% | +2.2% |
| 3M | +14.5% | +50.0% | -35.6% | +10.8% |
| 6M | -7.8% | +67.3% | -75.1% | -11.8% |
| YTD | -4.2% | +43.6% | -47.8% | -7.4% |
| 1Y | +7.0% | +89.2% | -82.2% | +1.2% |
| 3Y | +85.5% | +502.5% | -417.0% | +57.3% |
| 5Y | +181.2% | +173.8% | +7.4% | +148.1% |
| All | +395.2% | +3,199.2% | -2,804.0% | +204.9% |
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