+2,650.8%
NTRA vs AVAV
+315.4%
+2,335.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.5% |
| 7D | +2.7% | +4.2% | -1.5% | +1.5% |
| 30D | -19.2% | -2.6% | -16.6% | -19.3% |
| 3M | +2.7% | -38.0% | +40.6% | +13.9% |
| 6M | +63.4% | -27.0% | +90.4% | +70.4% |
| YTD | +39.3% | -51.4% | +90.7% | +56.4% |
| 1Y | +59.0% | -60.2% | +119.2% | +87.0% |
| 3Y | +557.4% | -6.7% | +564.0% | +459.2% |
| 5Y | +177.4% | +28.3% | +149.1% | +102.5% |
| All | +2,650.8% | +315.4% | +2,335.4% | +1,446.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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