+3,032.9%
NTRA vs AVAV
+520.8%
+2,512.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.7% | -2.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.6% |
| 30D | +4.3% | -25.0% | +29.3% | +11.6% |
| 3M | +50.6% | -15.0% | +65.6% | +53.8% |
| 6M | +63.9% | -33.6% | +97.6% | +76.3% |
| YTD | +42.4% | -39.2% | +81.6% | +52.9% |
| 1Y | +92.1% | -40.5% | +132.6% | +104.2% |
| 3Y | +501.7% | +29.6% | +472.1% | +372.2% |
| 5Y | +171.4% | +56.7% | +114.7% | +89.7% |
| All | +3,032.9% | +520.8% | +2,512.1% | +1,328.0% |
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