+558.6%
QQQ vs NTRA
+3,199.2%
-2,640.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -1.2% | +4.1% | -5.3% | -1.9% |
| 3M | -0.2% | +50.0% | -50.2% | -6.9% |
| 6M | +17.9% | +67.3% | -49.4% | +7.4% |
| YTD | +16.6% | +43.6% | -26.9% | +8.6% |
| 1Y | +23.0% | +89.2% | -66.3% | +9.4% |
| 3Y | +92.9% | +502.5% | -409.6% | +41.0% |
| 5Y | +95.6% | +173.8% | -78.2% | +50.2% |
| All | +558.6% | +3,199.2% | -2,640.6% | +263.0% |
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