+86.4%
F vs NTRA
+3,199.2%
-3,112.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +1.0% | +4.1% | -3.1% | +0.5% |
| 3M | -4.0% | +50.0% | -54.0% | -9.3% |
| 6M | +18.1% | +67.3% | -49.2% | +9.6% |
| YTD | +10.2% | +43.6% | -33.4% | +4.0% |
| 1Y | +24.3% | +89.2% | -64.9% | +13.1% |
| 3Y | +38.1% | +502.5% | -464.5% | +6.1% |
| 5Y | +50.2% | +173.8% | -123.5% | +18.4% |
| All | +86.4% | +3,199.2% | -3,112.8% | +9.9% |
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