+84.9%
USB vs NTRA
+3,019.8%
-2,934.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | +1.4% | -19.7% | +21.2% | +3.4% |
| 30D | +6.4% | -22.1% | +28.6% | +8.7% |
| 3M | -4.5% | -2.0% | -2.5% | -4.6% |
| 6M | +11.4% | +60.6% | -49.2% | +5.7% |
| YTD | +17.1% | +36.2% | -19.1% | +12.4% |
| 1Y | +32.6% | +51.0% | -18.4% | +26.0% |
| 3Y | +101.8% | +567.5% | -465.6% | +66.5% |
| 5Y | +25.1% | +191.6% | -166.4% | +6.7% |
| 10Y | +84.9% | +2,914.3% | -2,829.4% | +24.1% |
| All | +84.9% | +3,019.8% | -2,934.9% | +24.1% |
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