+140.2%
NI vs NTRA
+3,199.2%
-3,059.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -1.4% | +4.1% | -5.5% | -1.6% |
| 3M | -10.6% | +50.0% | -60.6% | -13.0% |
| 6M | -9.3% | +67.3% | -76.6% | -12.6% |
| YTD | +1.1% | +43.6% | -42.4% | -1.7% |
| 1Y | +3.4% | +89.2% | -85.9% | -1.4% |
| 3Y | +67.9% | +502.5% | -434.7% | +47.0% |
| 5Y | +98.0% | +173.8% | -75.8% | +77.5% |
| All | +140.2% | +3,199.2% | -3,059.0% | +79.4% |
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