+91.7%
USB vs NTRA
+3,466.8%
-3,375.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.6% | +14.1% | +0.8% |
| 7D | 0.0% | -25.0% | +25.0% | +2.5% |
| 30D | +5.8% | -21.5% | +27.3% | +8.0% |
| 3M | -6.0% | +17.1% | -23.0% | -7.9% |
| 6M | +7.8% | +44.4% | -36.7% | +3.2% |
| YTD | +14.6% | +35.6% | -21.0% | +10.0% |
| 1Y | +31.8% | +56.5% | -24.7% | +24.7% |
| 3Y | +91.5% | +620.8% | -529.3% | +56.7% |
| 5Y | +22.0% | +167.9% | -145.8% | +4.7% |
| All | +91.7% | +3,466.8% | -3,375.1% | +25.2% |
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