+252.1%
INTC vs NTRA
+3,199.2%
-2,947.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.5% |
| 7D | +7.5% | +0.2% | +7.2% | +7.4% |
| 30D | +2.0% | +4.1% | -2.1% | +1.2% |
| 3M | -12.0% | +50.0% | -62.0% | -18.1% |
| 6M | +114.5% | +67.3% | +47.2% | +94.3% |
| YTD | +179.0% | +43.6% | +135.4% | +158.7% |
| 1Y | +318.3% | +89.2% | +229.0% | +269.8% |
| 3Y | +171.2% | +502.5% | -331.3% | +96.7% |
| 5Y | +107.6% | +173.8% | -66.2% | +58.4% |
| All | +252.1% | +3,199.2% | -2,947.1% | +89.0% |
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