+1,542.6%
QLD vs NTRA
+2,796.3%
-1,253.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +12.5% | -11.2% | +23.7% | +16.2% |
| 30D | -15.7% | -18.4% | +2.7% | -10.4% |
| 3M | -11.9% | +2.2% | -14.1% | -13.1% |
| 6M | -10.3% | +58.1% | -68.4% | -24.0% |
| YTD | +15.6% | +41.0% | -25.4% | +0.3% |
| 1Y | +12.1% | +54.1% | -42.0% | -5.6% |
| 3Y | +150.7% | +590.9% | -440.3% | +30.3% |
| 5Y | +86.6% | +180.7% | -94.1% | +14.0% |
| All | +1,542.6% | +2,796.3% | -1,253.8% | +448.3% |
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