+273.7%
IR vs NTRA
+3,065.8%
-2,792.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.5% | +0.2% | -4.7% | -4.5% |
| 30D | -13.9% | +4.1% | -18.0% | -14.5% |
| 3M | -0.3% | +50.0% | -50.4% | -6.7% |
| 6M | -14.3% | +67.3% | -81.6% | -21.3% |
| YTD | -7.9% | +43.6% | -51.5% | -13.8% |
| 1Y | -9.9% | +89.2% | -99.1% | -19.2% |
| 3Y | +6.5% | +502.5% | -496.0% | -20.8% |
| 5Y | +34.0% | +173.8% | -139.7% | +5.4% |
| All | +273.7% | +3,065.8% | -2,792.1% | +93.3% |
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