+3,032.9%
NTRA vs ALK
-37.3%
+3,070.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.1% |
| 7D | -0.5% | -3.1% | +2.6% | +0.5% |
| 30D | +4.3% | -17.1% | +21.4% | +10.4% |
| 3M | +50.6% | -3.8% | +54.4% | +50.8% |
| 6M | +63.9% | -5.3% | +69.2% | +63.8% |
| YTD | +42.4% | -20.3% | +62.6% | +48.8% |
| 1Y | +92.1% | -36.0% | +128.1% | +113.6% |
| 3Y | +501.7% | +0.8% | +501.0% | +448.1% |
| 5Y | +171.4% | -28.5% | +199.9% | +171.8% |
| All | +3,032.9% | -37.3% | +3,070.3% | +2,918.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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