+67.3%
F vs NTRA
+2,761.8%
-2,694.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.1% | +2.7% | -5.8% | -3.4% |
| 30D | 0.0% | -19.2% | +19.2% | +2.4% |
| 3M | -13.2% | +2.7% | -15.9% | -14.0% |
| 6M | -10.2% | +63.4% | -73.6% | -16.4% |
| YTD | -4.9% | +39.3% | -44.2% | -10.3% |
| 1Y | -6.1% | +59.0% | -65.1% | -13.0% |
| 3Y | +46.0% | +557.4% | -511.4% | +11.0% |
| 5Y | -15.7% | +177.4% | -193.1% | -33.8% |
| All | +67.3% | +2,761.8% | -2,694.5% | +4.2% |
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