+136.0%
NVO vs NTRA
+3,199.2%
-3,063.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | -6.0% | +4.1% | -10.1% | -6.4% |
| 3M | -0.8% | +50.0% | -50.8% | -5.5% |
| 6M | +16.5% | +67.3% | -50.8% | +9.2% |
| YTD | -11.1% | +43.6% | -54.7% | -15.3% |
| 1Y | -16.7% | +89.2% | -106.0% | -23.0% |
| 3Y | -52.9% | +502.5% | -555.5% | -61.5% |
| 5Y | -3.0% | +173.8% | -176.7% | -18.1% |
| All | +136.0% | +3,199.2% | -3,063.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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