+1,728.6%
QLD vs NTRA
+2,995.7%
-1,267.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | +1.9% | +1.6% | +0.3% | +1.4% |
| 30D | -1.8% | +3.8% | -5.6% | -3.0% |
| 3M | -0.1% | +48.2% | -48.3% | -12.7% |
| 6M | +32.6% | +61.0% | -28.4% | +11.5% |
| YTD | +27.9% | +44.2% | -16.3% | +10.9% |
| 1Y | +40.3% | +87.3% | -47.0% | +11.6% |
| 3Y | +182.5% | +509.4% | -326.9% | +53.0% |
| 5Y | +122.5% | +175.1% | -52.6% | +37.5% |
| 10Y | +1,728.6% | +3,203.1% | -1,474.5% | +504.7% |
| All | +1,728.6% | +2,995.7% | -1,267.1% | +504.7% |
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