+155.2%
W vs NTRA
+3,199.2%
-3,044.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.8% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -4.2% | +4.1% | -8.4% | -5.7% |
| 3M | +26.9% | +50.0% | -23.1% | +7.4% |
| 6M | +31.2% | +67.3% | -36.1% | +5.3% |
| YTD | -1.8% | +43.6% | -45.4% | -16.4% |
| 1Y | +9.3% | +89.2% | -79.9% | -16.7% |
| 3Y | +33.2% | +502.5% | -469.3% | -36.2% |
| 5Y | -62.4% | +173.8% | -236.2% | -78.7% |
| All | +155.2% | +3,199.2% | -3,044.0% | -23.5% |
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