+553.4%
SE vs NTRA
+2,410.9%
-1,857.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -17.1% | +4.1% | -21.2% | -18.2% |
| 3M | +24.0% | +50.0% | -26.1% | +7.6% |
| 6M | +21.0% | +67.3% | -46.3% | +0.3% |
| YTD | -16.7% | +43.6% | -60.3% | -27.9% |
| 1Y | -45.9% | +89.2% | -135.2% | -57.4% |
| 3Y | +177.8% | +502.5% | -324.7% | +41.7% |
| 5Y | -67.4% | +173.8% | -241.1% | -81.0% |
| All | +553.4% | +2,410.9% | -1,857.5% | +153.7% |
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