+2,650.8%
NTRA vs ALK
-45.9%
+2,696.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +2.7% | -1.2% | +3.9% | +3.0% |
| 30D | -19.2% | +7.7% | -26.9% | -21.6% |
| 3M | +2.7% | -19.0% | +21.7% | +8.4% |
| 6M | +63.4% | -0.2% | +63.6% | +59.6% |
| YTD | +39.3% | -23.5% | +62.8% | +46.0% |
| 1Y | +59.0% | -9.1% | +68.1% | +57.1% |
| 3Y | +557.4% | +12.0% | +545.4% | +472.8% |
| 5Y | +177.4% | -30.9% | +208.2% | +179.0% |
| All | +2,650.8% | -45.9% | +2,696.7% | +2,669.0% |
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