+3,032.9%
NTRA vs APD
+168.7%
+2,864.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | -3.5% | +3.0% | +1.3% |
| 30D | +4.3% | -5.1% | +9.4% | +6.9% |
| 3M | +50.6% | +6.9% | +43.8% | +44.6% |
| 6M | +63.9% | +8.1% | +55.9% | +55.2% |
| YTD | +42.4% | +21.2% | +21.1% | +25.9% |
| 1Y | +92.1% | +4.9% | +87.2% | +82.2% |
| 3Y | +501.7% | +6.3% | +495.4% | +444.3% |
| 5Y | +171.4% | +24.3% | +147.2% | +116.7% |
| All | +3,032.9% | +168.7% | +2,864.3% | +1,171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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