+616.6%
NTRA vs ACI
+21.2%
+595.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | +0.9% |
| 7D | +0.2% | -3.7% | +4.0% | +0.1% |
| 30D | +4.1% | +0.6% | +3.5% | +4.1% |
| 3M | +50.0% | -20.3% | +70.4% | +49.6% |
| 6M | +67.3% | -24.7% | +92.0% | +66.7% |
| YTD | +43.6% | -27.2% | +70.8% | +43.0% |
| 1Y | +89.2% | -32.7% | +122.0% | +88.6% |
| 3Y | +502.5% | -43.9% | +546.4% | +500.4% |
| 5Y | +173.8% | -38.9% | +212.6% | +175.0% |
| All | +616.6% | +21.2% | +595.4% | +633.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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