+3,059.8%
NTRA vs M
-3.0%
+3,062.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.9% | -0.4% |
| 7D | +0.2% | -4.2% | +4.4% | +0.8% |
| 30D | +4.1% | -7.2% | +11.3% | +5.2% |
| 3M | +50.0% | -11.1% | +61.2% | +52.5% |
| 6M | +67.3% | +28.8% | +38.5% | +59.8% |
| YTD | +43.6% | +2.0% | +41.5% | +41.7% |
| 1Y | +89.2% | +31.3% | +58.0% | +78.6% |
| 3Y | +502.5% | +119.1% | +383.5% | +400.9% |
| 5Y | +173.8% | +29.7% | +144.1% | +142.6% |
| All | +3,059.8% | -3.0% | +3,062.8% | +2,411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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