+2,914.3%
NTRA vs PR
+65.1%
+2,849.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.7% |
| 7D | -19.7% | -9.5% | -10.2% | -18.8% |
| 30D | -22.1% | -5.7% | -16.5% | -21.6% |
| 3M | -2.0% | +3.0% | -5.0% | -2.6% |
| 6M | +60.6% | +11.8% | +48.8% | +57.5% |
| YTD | +36.2% | +58.5% | -22.3% | +26.9% |
| 1Y | +51.0% | +69.9% | -18.9% | +39.3% |
| 3Y | +567.5% | +84.9% | +482.6% | +502.5% |
| 5Y | +191.6% | +246.4% | -54.9% | +138.0% |
| 10Y | +2,914.3% | +70.3% | +2,844.0% | +2,337.2% |
| All | +2,914.3% | +65.1% | +2,849.2% | +2,337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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