+1,381.0%
NET vs NTRA
+1,082.4%
+298.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -16.4% | -7.9% | -8.5% | -13.4% |
| 30D | -25.8% | -8.1% | -17.7% | -23.2% |
| 3M | -11.5% | +42.1% | -53.6% | -24.4% |
| 6M | +18.9% | +84.8% | -65.9% | -9.1% |
| YTD | +35.2% | +70.7% | -35.5% | +5.8% |
| 1Y | +14.5% | +99.0% | -84.6% | -16.3% |
| 3Y | +313.8% | +814.9% | -501.1% | +48.6% |
| 5Y | +32.6% | +253.3% | -220.8% | -38.0% |
| All | +1,381.0% | +1,082.4% | +298.6% | +398.4% |
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