+1,343.3%
NTRA vs AVTR
+0.6%
+1,342.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | +4.1% | +6.3% | -2.2% | +0.6% |
| 3M | +50.0% | +53.3% | -3.3% | +16.8% |
| 6M | +67.3% | +78.6% | -11.3% | +19.2% |
| YTD | +43.6% | +29.2% | +14.3% | +20.4% |
| 1Y | +89.2% | +13.8% | +75.4% | +62.0% |
| 3Y | +502.5% | -27.4% | +530.0% | +511.3% |
| 5Y | +173.8% | -65.0% | +238.8% | +370.8% |
| All | +1,343.3% | +0.6% | +1,342.7% | +867.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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