+1,723.2%
NTRA vs URA
+257.0%
+1,466.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +19.5% | +7.4% | +12.1% | +16.0% |
| 3M | +47.8% | -8.4% | +56.2% | +52.0% |
| 6M | +61.6% | -12.7% | +74.4% | +68.0% |
| YTD | +43.3% | +7.8% | +35.5% | +33.6% |
| 1Y | +97.0% | +19.5% | +77.6% | +71.2% |
| 3Y | +424.9% | +116.4% | +308.5% | +223.3% |
| 5Y | +165.2% | +134.3% | +30.9% | +49.6% |
| 10Y | +3,114.3% | +359.3% | +2,755.0% | +1,024.2% |
| All | +1,723.2% | +257.0% | +1,466.2% | +507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling