+1,788.6%
NTRA vs RUN
-32.6%
+1,821.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.8% |
| 7D | +1.6% | -1.8% | +3.4% | +1.9% |
| 30D | +3.8% | -10.8% | +14.6% | +5.9% |
| 3M | +48.2% | -30.2% | +78.4% | +58.2% |
| 6M | +61.0% | -22.3% | +83.3% | +66.4% |
| YTD | +44.2% | -52.2% | +96.4% | +59.0% |
| 1Y | +87.3% | -45.1% | +132.4% | +97.8% |
| 3Y | +509.4% | -37.1% | +546.5% | +380.6% |
| 5Y | +175.1% | -80.3% | +255.4% | +162.8% |
| 10Y | +3,203.1% | +45.2% | +3,157.9% | +1,834.9% |
| All | +1,788.6% | -32.6% | +1,821.2% | +1,045.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 all: compounded portfolio wealth divided by compounded RUN 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…
all analysis · Full analysis span regression · 6 months rolling