+112.6%
USB vs NTRA
+1,723.2%
-1,610.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +15.2% | +47.8% | -32.5% | +10.9% |
| 6M | +18.8% | +61.6% | -42.8% | +13.0% |
| YTD | +21.0% | +43.3% | -22.2% | +16.2% |
| 1Y | +34.0% | +97.0% | -63.0% | +24.9% |
| 3Y | +95.3% | +424.9% | -329.6% | +65.7% |
| 5Y | +40.4% | +165.2% | -124.8% | +21.5% |
| 10Y | +107.3% | +3,114.3% | -3,007.0% | +39.1% |
| All | +112.6% | +1,723.2% | -1,610.6% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling