+328.2%
NSC vs NTRA
+3,171.2%
-2,843.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -3.4% | +4.3% | -7.7% | -3.9% |
| 3M | +5.1% | +50.6% | -45.6% | -0.2% |
| 6M | +9.2% | +63.9% | -54.7% | +2.1% |
| YTD | +13.4% | +42.4% | -29.0% | +7.5% |
| 1Y | +20.8% | +92.1% | -71.3% | +10.2% |
| 3Y | +76.1% | +501.7% | -425.7% | +36.6% |
| 5Y | +45.3% | +171.4% | -126.2% | +18.4% |
| All | +328.2% | +3,171.2% | -2,843.0% | +129.3% |
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