+433.8%
MAR vs NTRA
+3,199.2%
-2,765.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.6% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -5.4% | +4.1% | -9.5% | -6.0% |
| 3M | -15.5% | +50.0% | -65.5% | -20.6% |
| 6M | +3.0% | +67.3% | -64.3% | -5.2% |
| YTD | +8.5% | +43.6% | -35.1% | +1.8% |
| 1Y | +26.0% | +89.2% | -63.3% | +13.5% |
| 3Y | +68.6% | +502.5% | -433.9% | +27.2% |
| 5Y | +157.4% | +173.8% | -16.4% | +103.1% |
| All | +433.8% | +3,199.2% | -2,765.4% | +206.2% |
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