+94.2%
KEY vs NTRA
+2,761.8%
-2,667.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +2.9% | +2.7% | +0.2% | +2.5% |
| 30D | +8.4% | -19.2% | +27.6% | +11.6% |
| 3M | -5.8% | +2.7% | -8.4% | -6.7% |
| 6M | +5.4% | +63.4% | -57.9% | -3.5% |
| YTD | +7.1% | +39.3% | -32.2% | -0.3% |
| 1Y | +26.8% | +59.0% | -32.2% | +15.6% |
| 3Y | +128.7% | +557.4% | -428.7% | +64.4% |
| 5Y | +13.6% | +177.4% | -163.7% | -12.3% |
| All | +94.2% | +2,761.8% | -2,667.6% | -2.6% |
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