+455.7%
CSCO vs NTRA
+1,700.8%
-1,245.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | -10.1% | +0.6% | -10.7% | -10.1% |
| 3M | -11.7% | +51.8% | -63.6% | -15.2% |
| 6M | +40.1% | +63.6% | -23.5% | +33.2% |
| YTD | +43.8% | +41.5% | +2.3% | +38.3% |
| 1Y | +66.6% | +93.6% | -27.0% | +55.6% |
| 3Y | +108.5% | +498.0% | -389.5% | +74.1% |
| 5Y | +114.0% | +172.5% | -58.5% | +84.5% |
| 10Y | +366.8% | +2,960.8% | -2,594.0% | +209.0% |
| All | +455.7% | +1,700.8% | -1,245.1% | +269.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling