+83.6%
USB vs NTRA
+2,972.2%
-2,888.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | -0.5% | -18.2% | +17.7% | +1.2% |
| 30D | +5.7% | -19.6% | +25.3% | +7.6% |
| 3M | -4.7% | +2.3% | -7.0% | -5.2% |
| 6M | +13.4% | +60.6% | -47.2% | +7.6% |
| YTD | +17.0% | +39.6% | -22.6% | +12.0% |
| 1Y | +32.4% | +54.7% | -22.3% | +25.5% |
| 3Y | +101.7% | +584.3% | -482.6% | +66.0% |
| 5Y | +24.4% | +182.5% | -158.1% | +6.4% |
| 10Y | +83.6% | +2,768.3% | -2,684.8% | +23.2% |
| All | +83.6% | +2,972.2% | -2,888.7% | +23.2% |
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