+133.4%
NTRA vs ADVB
-89.4%
+222.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.3% | +7.2% | +2.0% |
| 7D | +1.6% | -13.0% | +14.6% | +1.7% |
| 30D | +3.8% | +7.5% | -3.7% | +3.6% |
| 3M | +48.2% | +129.1% | -80.9% | +41.1% |
| 6M | +61.0% | +71.7% | -10.8% | +53.9% |
| YTD | +44.2% | +45.5% | -1.4% | +38.6% |
| 1Y | +87.3% | -2.7% | +90.0% | +80.3% |
| All | +133.4% | -89.4% | +222.8% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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