+462.9%
META vs NTRA
+2,761.8%
-2,298.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +5.2% | +2.7% | +2.5% | +4.6% |
| 30D | -13.0% | -19.2% | +6.2% | -9.8% |
| 3M | +7.9% | +2.7% | +5.3% | +6.9% |
| 6M | +4.2% | +63.4% | -59.1% | -6.3% |
| YTD | -2.5% | +39.3% | -41.8% | -10.5% |
| 1Y | +5.6% | +59.0% | -53.4% | -5.5% |
| 3Y | +96.8% | +557.4% | -460.6% | +34.0% |
| 5Y | +90.0% | +177.4% | -87.3% | +38.4% |
| All | +462.9% | +2,761.8% | -2,298.8% | +194.3% |
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