+79.8%
USB vs NTRA
+2,796.3%
-2,716.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +1.2% | -11.2% | +12.4% | +2.2% |
| 30D | +6.3% | -18.4% | +24.7% | +8.1% |
| 3M | -6.1% | +2.2% | -8.3% | -6.7% |
| 6M | +13.0% | +58.1% | -45.1% | +7.4% |
| YTD | +16.6% | +41.0% | -24.4% | +11.5% |
| 1Y | +31.1% | +54.1% | -23.0% | +24.3% |
| 3Y | +100.9% | +590.9% | -490.0% | +65.3% |
| 5Y | +24.5% | +180.7% | -156.2% | +6.5% |
| All | +79.8% | +2,796.3% | -2,716.5% | +20.3% |
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