+102.3%
USB vs NTRA
+1,920.9%
-1,818.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -1.5% |
| 7D | -1.5% | -16.6% | +15.1% | 0.0% |
| 30D | +4.3% | -9.2% | +13.5% | +5.1% |
| 3M | -6.1% | +32.5% | -38.5% | -8.8% |
| 6M | +9.4% | +75.9% | -66.5% | +3.3% |
| YTD | +15.2% | +58.8% | -43.6% | +9.4% |
| 1Y | +32.8% | +82.0% | -49.2% | +24.5% |
| 3Y | +91.3% | +751.1% | -659.8% | +56.0% |
| 5Y | +22.7% | +213.7% | -191.0% | +4.6% |
| 10Y | +97.0% | +4,204.9% | -4,107.8% | +29.5% |
| All | +102.3% | +1,920.9% | -1,818.5% | +35.3% |
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 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