+231.7%
RF vs NTRA
+2,972.2%
-2,740.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.5% |
| 7D | -1.3% | -18.2% | +16.9% | +1.2% |
| 30D | +4.6% | -19.6% | +24.2% | +7.4% |
| 3M | -8.4% | +2.3% | -10.7% | -9.2% |
| 6M | +8.9% | +60.6% | -51.7% | +0.8% |
| YTD | +8.8% | +39.6% | -30.8% | +2.1% |
| 1Y | +18.9% | +54.7% | -35.8% | +9.9% |
| 3Y | +116.0% | +584.3% | -468.3% | +59.0% |
| 5Y | +46.0% | +182.5% | -136.5% | +15.2% |
| 10Y | +231.7% | +2,768.3% | -2,536.6% | +76.9% |
| All | +231.7% | +2,972.2% | -2,740.5% | +76.9% |
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