+363.0%
NDAQ vs NTRA
+3,199.2%
-2,836.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -4.4% | +4.1% | -8.5% | -4.8% |
| 3M | +5.9% | +50.0% | -44.2% | +0.5% |
| 6M | +7.7% | +67.3% | -59.6% | +0.6% |
| YTD | -5.2% | +43.6% | -48.7% | -10.0% |
| 1Y | -3.4% | +89.2% | -92.6% | -11.3% |
| 3Y | +85.6% | +502.5% | -416.9% | +47.3% |
| 5Y | +49.5% | +173.8% | -124.3% | +23.0% |
| All | +363.0% | +3,199.2% | -2,836.2% | +194.0% |
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