+3,059.8%
NTRA vs INDA
+84.7%
+2,975.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +2.3% |
| 30D | +4.1% | -2.8% | +6.9% | +6.3% |
| 3M | +50.0% | +1.6% | +48.4% | +48.2% |
| 6M | +67.3% | -1.4% | +68.7% | +69.2% |
| YTD | +43.6% | -10.1% | +53.7% | +55.4% |
| 1Y | +89.2% | -8.8% | +98.0% | +102.6% |
| 3Y | +502.5% | +7.6% | +494.9% | +464.0% |
| 5Y | +173.8% | +5.8% | +168.0% | +160.8% |
| All | +3,059.8% | +84.7% | +2,975.0% | +2,226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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