+109.7%
USB vs NTRA
+3,001.9%
-2,892.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | +0.6% | +0.9% | +1.4% |
| 30D | -1.3% | +19.5% | -20.8% | -3.2% |
| 3M | +15.2% | +47.8% | -32.5% | +10.6% |
| 6M | +18.8% | +61.6% | -42.8% | +12.7% |
| YTD | +21.0% | +43.3% | -22.2% | +15.9% |
| 1Y | +34.0% | +97.0% | -63.0% | +24.4% |
| 3Y | +95.3% | +424.9% | -329.6% | +64.2% |
| 5Y | +40.4% | +165.2% | -124.8% | +20.7% |
| All | +109.7% | +3,001.9% | -2,892.2% | +35.7% |
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