+373.6%
NTRA vs AS
+125.3%
+248.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.8% | +1.6% |
| 7D | -11.2% | -3.6% | -7.6% | -10.5% |
| 30D | -18.4% | +3.4% | -21.8% | -19.2% |
| 3M | +2.2% | -8.6% | +10.8% | +4.0% |
| 6M | +58.1% | -10.0% | +68.2% | +61.1% |
| YTD | +41.0% | -19.2% | +60.1% | +46.5% |
| 1Y | +54.1% | -3.8% | +57.9% | +53.4% |
| All | +373.6% | +125.3% | +248.3% | +312.9% |
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