+169.1%
NTRA vs PL
+45.6%
+123.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -19.7% | +5.6% | -25.3% | -20.9% |
| 30D | -22.1% | -16.9% | -5.2% | -20.0% |
| 3M | -2.0% | -38.2% | +36.2% | +5.6% |
| 6M | +60.6% | -63.4% | +124.1% | +86.1% |
| YTD | +36.2% | -27.6% | +63.8% | +33.0% |
| 1Y | +51.0% | +6.6% | +44.4% | +34.1% |
| 3Y | +567.5% | +557.6% | +9.9% | +222.7% |
| 5Y | +191.6% | +39.5% | +152.1% | +92.6% |
| All | +169.1% | +45.6% | +123.5% | +73.8% |
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