+175.4%
NTRA vs URA
+25.6%
+149.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.6% |
| 3M | +2.7% | -29.6% | +32.3% | +17.9% |
| 6M | +63.4% | -40.3% | +103.6% | +98.9% |
| YTD | +39.3% | -25.5% | +64.8% | +49.8% |
| 1Y | +59.0% | -26.4% | +85.4% | +70.8% |
| 3Y | +557.4% | +31.4% | +525.9% | +372.7% |
| All | +175.4% | +25.6% | +149.8% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling