+255.1%
NTRA vs ROIV
+288.8%
-33.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +0.2% | +16.9% | -16.6% | -3.9% |
| 30D | +4.1% | +12.9% | -8.8% | +0.6% |
| 3M | +50.0% | +37.3% | +12.7% | +38.7% |
| 6M | +67.3% | +38.0% | +29.3% | +54.3% |
| YTD | +43.6% | +88.1% | -44.5% | +22.9% |
| 1Y | +89.2% | +183.3% | -94.0% | +47.5% |
| 3Y | +502.5% | +254.6% | +247.9% | +339.3% |
| 5Y | +173.8% | +309.8% | -136.1% | +54.8% |
| All | +255.1% | +288.8% | -33.7% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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