+3,059.8%
NTRA vs CBOE
+368.5%
+2,691.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | +0.2% | -5.8% | +6.0% | +2.4% |
| 30D | +4.1% | -3.1% | +7.3% | +5.0% |
| 3M | +50.0% | -4.8% | +54.8% | +50.5% |
| 6M | +67.3% | -0.6% | +67.9% | +61.5% |
| YTD | +43.6% | +12.8% | +30.8% | +30.4% |
| 1Y | +89.2% | +19.8% | +69.5% | +66.6% |
| 3Y | +502.5% | +86.9% | +415.6% | +290.3% |
| 5Y | +173.8% | +136.5% | +37.2% | +51.8% |
| All | +3,059.8% | +368.5% | +2,691.2% | +1,108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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