+155.8%
EXC vs NTRA
+3,199.2%
-3,043.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -3.6% | +4.1% | -7.8% | -3.9% |
| 3M | -4.3% | +50.0% | -54.3% | -6.8% |
| 6M | -9.9% | +67.3% | -77.3% | -13.1% |
| YTD | +1.8% | +43.6% | -41.8% | -1.0% |
| 1Y | +2.9% | +89.2% | -86.4% | -1.8% |
| 3Y | +19.1% | +502.5% | -483.4% | +3.1% |
| 5Y | +44.8% | +173.8% | -128.9% | +29.1% |
| All | +155.8% | +3,199.2% | -3,043.4% | +92.8% |
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