+210.0%
NTRA vs COMP
-52.0%
+262.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -19.2% | +16.6% | -35.7% | -22.4% |
| 3M | +2.7% | -23.5% | +26.2% | +7.3% |
| 6M | +63.4% | +25.7% | +37.6% | +52.4% |
| YTD | +39.3% | -3.4% | +42.7% | +34.8% |
| 1Y | +59.0% | +7.6% | +51.4% | +50.0% |
| 3Y | +557.4% | +423.6% | +133.8% | +300.1% |
| 5Y | +177.4% | -10.6% | +188.0% | +137.7% |
| All | +210.0% | -52.0% | +262.0% | +202.2% |
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