+1,735.1%
NTRA vs USFR
+29.0%
+1,706.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +3.8% | +0.3% | +3.5% | +3.5% |
| 3M | +48.2% | +1.0% | +47.3% | +47.1% |
| 6M | +61.0% | +1.9% | +59.0% | +58.5% |
| YTD | +44.2% | +2.7% | +41.5% | +41.2% |
| 1Y | +87.3% | +4.0% | +83.3% | +81.4% |
| 3Y | +509.4% | +14.0% | +495.4% | +449.6% |
| 5Y | +175.1% | +20.4% | +154.7% | +137.5% |
| 10Y | +3,203.1% | +28.0% | +3,175.1% | +2,636.7% |
| All | +1,735.1% | +29.0% | +1,706.1% | +1,434.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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