+1,309.4%
NTRA vs REPL
+36.8%
+1,272.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -19.2% | +92.2% | -111.4% | -23.3% |
| 3M | +2.7% | +44.1% | -41.4% | -0.7% |
| 6M | +63.4% | +313.0% | -249.7% | +36.7% |
| YTD | +39.3% | +125.2% | -85.9% | +15.5% |
| 1Y | +59.0% | +143.8% | -84.8% | +30.8% |
| 3Y | +557.4% | +104.2% | +453.2% | +306.8% |
| 5Y | +177.4% | -34.5% | +211.9% | +103.0% |
| All | +1,309.4% | +36.8% | +1,272.6% | +713.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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