+2,650.8%
NTRA vs URA
+266.3%
+2,384.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +2.7% | -1.5% | +4.3% | +3.3% |
| 30D | -19.2% | -10.4% | -8.8% | -15.5% |
| 3M | +2.7% | -29.6% | +32.3% | +18.1% |
| 6M | +63.4% | -40.3% | +103.6% | +99.5% |
| YTD | +39.3% | -25.5% | +64.8% | +50.6% |
| 1Y | +59.0% | -26.4% | +85.4% | +71.7% |
| 3Y | +557.4% | +31.4% | +525.9% | +398.1% |
| 5Y | +177.4% | +28.6% | +148.8% | +102.9% |
| All | +2,650.8% | +266.3% | +2,384.5% | +1,005.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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