+2,684.0%
NTRA vs ACGL
+322.9%
+2,361.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -11.2% | -1.2% | -10.0% | -10.7% |
| 30D | -18.4% | +12.8% | -31.2% | -22.0% |
| 3M | +2.2% | +12.3% | -10.1% | -2.3% |
| 6M | +58.1% | +15.8% | +42.3% | +48.5% |
| YTD | +41.0% | +13.9% | +27.1% | +32.5% |
| 1Y | +54.1% | +19.0% | +35.1% | +42.2% |
| 3Y | +590.9% | +33.7% | +557.3% | +487.4% |
| 5Y | +180.7% | +173.4% | +7.3% | +62.1% |
| All | +2,684.0% | +322.9% | +2,361.0% | +1,168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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