+147.5%
GE vs NTRA
+3,199.2%
-3,051.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -11.4% | +4.1% | -15.5% | -11.9% |
| 3M | -2.6% | +50.0% | -52.7% | -8.1% |
| 6M | -0.3% | +67.3% | -67.6% | -7.5% |
| YTD | +5.4% | +43.6% | -38.2% | -0.6% |
| 1Y | +15.5% | +89.2% | -73.7% | +5.1% |
| 3Y | +260.8% | +502.5% | -241.8% | +182.1% |
| 5Y | +421.6% | +173.8% | +247.9% | +322.1% |
| All | +147.5% | +3,199.2% | -3,051.7% | +43.4% |
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