+1,449.6%
NET vs NTRA
+892.4%
+557.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -7.0% | +0.6% | -7.6% | -7.2% |
| 30D | -4.8% | +19.5% | -24.3% | -12.5% |
| 3M | +3.8% | +47.8% | -43.9% | -13.2% |
| 6M | +50.0% | +61.6% | -11.6% | +20.6% |
| YTD | +41.5% | +43.3% | -1.8% | +19.2% |
| 1Y | +32.8% | +97.0% | -64.2% | -2.6% |
| 3Y | +335.9% | +424.9% | -89.0% | +97.6% |
| 5Y | +113.8% | +165.2% | -51.3% | +11.8% |
| All | +1,449.6% | +892.4% | +557.2% | +461.7% |
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