+625.8%
NTAP vs NTRA
+3,199.2%
-2,573.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.7% | +8.4% |
| 7D | +7.4% | +0.2% | +7.1% | +7.3% |
| 30D | -1.4% | +4.1% | -5.5% | -1.9% |
| 3M | +24.6% | +50.0% | -25.5% | +17.9% |
| 6M | +105.9% | +67.3% | +38.6% | +91.2% |
| YTD | +88.5% | +43.6% | +44.9% | +78.0% |
| 1Y | +62.1% | +89.2% | -27.1% | +47.6% |
| 3Y | +169.1% | +502.5% | -333.5% | +112.1% |
| 5Y | +141.9% | +173.8% | -31.9% | +96.9% |
| All | +625.8% | +3,199.2% | -2,573.4% | +315.1% |
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