+184.9%
NTRA vs PL
+75.7%
+109.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.5% |
| 7D | +1.6% | -13.9% | +15.4% | +4.2% |
| 30D | +3.8% | -25.5% | +29.2% | +9.1% |
| 3M | +48.2% | -44.8% | +93.0% | +62.9% |
| 6M | +61.0% | -33.3% | +94.3% | +63.7% |
| YTD | +44.2% | -12.7% | +56.9% | +37.5% |
| 1Y | +87.3% | +90.9% | -3.6% | +48.1% |
| 3Y | +509.4% | +528.5% | -19.0% | +206.0% |
| 5Y | +175.1% | +72.7% | +102.4% | +77.7% |
| All | +184.9% | +75.7% | +109.2% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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