+2,650.8%
NTRA vs P
+652.0%
+1,998.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | +2.7% | +11.6% | -8.9% | -1.4% |
| 30D | -19.2% | -23.7% | +4.5% | -11.6% |
| 3M | +2.7% | -8.0% | +10.7% | +3.0% |
| 6M | +63.4% | +27.9% | +35.5% | +39.4% |
| YTD | +39.3% | +61.2% | -21.9% | +5.7% |
| 1Y | +59.0% | +28.6% | +30.4% | +27.7% |
| 3Y | +557.4% | +200.5% | +356.9% | +222.7% |
| 5Y | +177.4% | +282.9% | -105.6% | +14.9% |
| All | +2,650.8% | +652.0% | +1,998.8% | +683.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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