+203.1%
NTRA vs COMP
-53.0%
+256.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -1.1% |
| 7D | -19.7% | +7.2% | -26.9% | -21.3% |
| 30D | -22.1% | +6.4% | -28.5% | -23.8% |
| 3M | -2.0% | -19.4% | +17.4% | +1.3% |
| 6M | +60.6% | +14.6% | +46.1% | +52.8% |
| YTD | +36.2% | -5.5% | +41.7% | +32.4% |
| 1Y | +51.0% | +13.7% | +37.3% | +40.7% |
| 3Y | +567.5% | +409.7% | +157.8% | +308.6% |
| 5Y | +191.6% | -17.0% | +208.6% | +154.2% |
| All | +203.1% | -53.0% | +256.1% | +196.9% |
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