+2,650.8%
NTRA vs ALLY
+174.3%
+2,476.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -19.2% | +5.2% | -24.4% | -21.0% |
| 3M | +2.7% | -13.3% | +16.0% | +9.3% |
| 6M | +63.4% | -6.7% | +70.0% | +67.6% |
| YTD | +39.3% | -12.8% | +52.1% | +46.8% |
| 1Y | +59.0% | +0.7% | +58.3% | +56.6% |
| 3Y | +557.4% | +65.2% | +492.2% | +393.4% |
| 5Y | +177.4% | -10.1% | +187.5% | +166.2% |
| All | +2,650.8% | +174.3% | +2,476.5% | +1,417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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