+423.9%
NTRA vs QS
-46.4%
+470.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.6% |
| 7D | +0.2% | -3.6% | +3.9% | +0.7% |
| 30D | +4.1% | -17.2% | +21.3% | +6.7% |
| 3M | +50.0% | -27.0% | +77.0% | +55.7% |
| 6M | +67.3% | -24.6% | +91.9% | +71.9% |
| YTD | +43.6% | -49.3% | +92.9% | +54.8% |
| 1Y | +89.2% | -40.3% | +129.6% | +95.8% |
| 3Y | +502.5% | -23.8% | +526.4% | +444.9% |
| 5Y | +173.8% | -75.0% | +248.7% | +168.5% |
| All | +423.9% | -46.4% | +470.3% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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