+384.4%
NTRA vs AS
+107.2%
+277.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.7% |
| 7D | +1.6% | -2.8% | +4.3% | +2.2% |
| 30D | +3.8% | -23.2% | +27.0% | +10.5% |
| 3M | +48.2% | -20.1% | +68.3% | +56.0% |
| 6M | +61.0% | -18.5% | +79.5% | +68.1% |
| YTD | +44.2% | -25.6% | +69.8% | +53.4% |
| 1Y | +87.3% | -24.4% | +111.6% | +97.5% |
| All | +384.4% | +107.2% | +277.2% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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