+214.9%
NTRA vs COMP
-49.4%
+264.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | +1.1% | +4.1% | -3.0% | +0.2% |
| 30D | +0.6% | -14.5% | +15.2% | +3.8% |
| 3M | +51.8% | +41.8% | +10.0% | +40.1% |
| 6M | +63.6% | +23.6% | +40.0% | +53.2% |
| YTD | +41.5% | +1.7% | +39.8% | +36.9% |
| 1Y | +93.6% | +12.6% | +81.1% | +81.7% |
| 3Y | +498.0% | +221.9% | +276.2% | +310.0% |
| 5Y | +172.5% | -28.1% | +200.6% | +152.4% |
| All | +214.9% | -49.4% | +264.4% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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