+379.9%
CSCO vs NTRA
+3,199.2%
-2,819.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -9.5% | +4.1% | -13.6% | -9.8% |
| 3M | -7.6% | +50.0% | -57.7% | -11.4% |
| 6M | +44.9% | +67.3% | -22.4% | +36.8% |
| YTD | +47.7% | +43.6% | +4.1% | +41.3% |
| 1Y | +69.1% | +89.2% | -20.2% | +57.2% |
| 3Y | +113.5% | +502.5% | -389.0% | +74.6% |
| 5Y | +122.8% | +173.8% | -51.0% | +89.6% |
| All | +379.9% | +3,199.2% | -2,819.3% | +190.9% |
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