+2,650.8%
NTRA vs FIVE
+504.2%
+2,146.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +2.7% | +2.7% | +0.1% | +1.8% |
| 30D | -19.2% | +12.7% | -31.8% | -22.4% |
| 3M | +2.7% | +2.1% | +0.6% | +1.3% |
| 6M | +63.4% | +17.5% | +45.9% | +52.4% |
| YTD | +39.3% | +31.0% | +8.3% | +24.6% |
| 1Y | +59.0% | +67.7% | -8.7% | +30.4% |
| 3Y | +557.4% | +43.4% | +514.0% | +420.4% |
| 5Y | +177.4% | +18.1% | +159.3% | +127.4% |
| All | +2,650.8% | +504.2% | +2,146.6% | +1,207.1% |
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