+338.5%
RF vs NTRA
+2,995.7%
-2,657.2%
-60.7%
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% | -0.9% |
| 7D | -0.1% | +1.6% | -1.7% | -0.4% |
| 30D | -4.0% | +3.8% | -7.8% | -4.6% |
| 3M | +5.6% | +48.2% | -42.7% | -0.7% |
| 6M | +13.1% | +61.0% | -47.9% | +4.6% |
| YTD | +13.6% | +44.2% | -30.6% | +6.5% |
| 1Y | +16.0% | +87.3% | -71.3% | +4.5% |
| 3Y | +90.2% | +509.4% | -419.2% | +41.9% |
| 5Y | +87.0% | +175.1% | -88.1% | +47.9% |
| 10Y | +338.5% | +3,203.1% | -2,864.6% | +110.5% |
| All | +338.5% | +2,995.7% | -2,657.2% | +110.5% |
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