+49.1%
D vs NTRA
+2,761.8%
-2,712.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -1.5% |
| 30D | +7.7% | -19.2% | +26.9% | +8.5% |
| 3M | -0.3% | +2.7% | -3.0% | -0.6% |
| 6M | +10.1% | +63.4% | -53.3% | +7.5% |
| YTD | +19.1% | +39.3% | -20.2% | +16.7% |
| 1Y | +15.9% | +59.0% | -43.1% | +13.0% |
| 3Y | +75.0% | +557.4% | -482.4% | +58.8% |
| 5Y | +13.4% | +177.4% | -164.0% | +4.1% |
| All | +49.1% | +2,761.8% | -2,712.7% | +27.1% |
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