+86.1%
WULF vs NTRA
+96.0%
-9.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +0.6% | +7.0% | +7.4% |
| 30D | -8.6% | +19.5% | -28.1% | -15.0% |
| 3M | -37.0% | +47.8% | -84.7% | -47.2% |
| 6M | +7.4% | +61.6% | -54.2% | -16.0% |
| YTD | +43.7% | +43.3% | +0.4% | +14.9% |
| 1Y | +86.1% | +97.0% | -10.9% | +34.8% |
| All | +86.1% | +96.0% | -9.9% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling