-35.7%
U vs NTRA
+435.9%
-471.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.1% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -1.3% | +4.1% | -5.4% | -3.4% |
| 3M | +64.6% | +50.0% | +14.5% | +32.4% |
| 6M | +119.4% | +67.3% | +52.1% | +63.0% |
| YTD | -0.5% | +43.6% | -44.1% | -20.1% |
| 1Y | +1.3% | +89.2% | -88.0% | -29.1% |
| 3Y | +15.6% | +502.5% | -486.9% | -57.8% |
| 5Y | -67.5% | +173.8% | -241.2% | -84.7% |
| All | -35.7% | +435.9% | -471.6% | -85.7% |
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