+3,059.8%
NTRA vs URA
+346.2%
+2,713.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | +2.3% |
| 7D | +0.2% | -5.5% | +5.7% | +2.6% |
| 30D | +4.1% | -3.7% | +7.8% | +5.5% |
| 3M | +50.0% | -2.9% | +52.9% | +50.9% |
| 6M | +67.3% | -15.2% | +82.5% | +76.1% |
| YTD | +43.6% | +1.9% | +41.7% | +36.8% |
| 1Y | +89.2% | +6.9% | +82.3% | +72.1% |
| 3Y | +502.5% | +99.6% | +402.9% | +279.8% |
| 5Y | +173.8% | +101.2% | +72.6% | +63.2% |
| All | +3,059.8% | +346.2% | +2,713.6% | +981.4% |
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