+2,650.8%
NTRA vs CAPR
-65.7%
+2,716.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.0% |
| 7D | +2.7% | +5.9% | -3.2% | +2.5% |
| 30D | -19.2% | +44.6% | -63.8% | -20.1% |
| 3M | +2.7% | +126.4% | -123.7% | -0.3% |
| 6M | +63.4% | -68.6% | +131.9% | +64.9% |
| YTD | +39.3% | -67.0% | +106.3% | +40.3% |
| 1Y | +59.0% | +65.2% | -6.2% | +43.9% |
| 3Y | +557.4% | +235.6% | +321.8% | +447.4% |
| 5Y | +177.4% | +175.4% | +1.9% | +129.9% |
| All | +2,650.8% | -65.7% | +2,716.5% | +2,050.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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