+50.7%
O vs NTRA
+3,199.2%
-3,148.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -4.5% | +4.1% | -8.6% | -5.0% |
| 3M | -2.6% | +50.0% | -52.7% | -7.2% |
| 6M | -5.6% | +67.3% | -72.9% | -11.5% |
| YTD | +9.3% | +43.6% | -34.3% | +3.9% |
| 1Y | +4.3% | +89.2% | -84.9% | -4.1% |
| 3Y | +27.4% | +502.5% | -475.1% | -0.7% |
| 5Y | +17.1% | +173.8% | -156.7% | -3.9% |
| All | +50.7% | +3,199.2% | -3,148.5% | -16.6% |
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