+3,059.8%
NTRA vs DVA
+187.8%
+2,871.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +0.2% | -1.3% | +1.6% | +0.6% |
| 30D | +4.1% | 0.0% | +4.1% | +4.1% |
| 3M | +50.0% | -10.9% | +61.0% | +53.5% |
| 6M | +67.3% | +17.3% | +50.0% | +57.9% |
| YTD | +43.6% | +59.8% | -16.2% | +22.4% |
| 1Y | +89.2% | +36.3% | +53.0% | +68.5% |
| 3Y | +502.5% | +88.6% | +413.9% | +368.0% |
| 5Y | +173.8% | +47.5% | +126.2% | +122.3% |
| All | +3,059.8% | +187.8% | +2,871.9% | +1,810.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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