+2,684.0%
NTRA vs FIVE
+505.3%
+2,178.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | -11.2% | +2.4% | -13.7% | -12.0% |
| 30D | -18.4% | +15.8% | -34.2% | -22.4% |
| 3M | +2.2% | +3.8% | -1.6% | +0.3% |
| 6M | +58.1% | +18.5% | +39.6% | +47.1% |
| YTD | +41.0% | +31.2% | +9.7% | +26.0% |
| 1Y | +54.1% | +61.8% | -7.7% | +28.0% |
| 3Y | +590.9% | +39.9% | +551.1% | +452.4% |
| 5Y | +180.7% | +18.3% | +162.4% | +130.0% |
| All | +2,684.0% | +505.3% | +2,178.6% | +1,222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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