-34.4%
WULF vs NTRA
+85.0%
-119.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.0% | -6.9% | -10.6% |
| 7D | -20.9% | -16.6% | -4.4% | -14.0% |
| 30D | -32.7% | -9.2% | -23.5% | -28.9% |
| 3M | -44.2% | +32.5% | -76.7% | -49.7% |
| 6M | -57.1% | +75.9% | -133.0% | -67.5% |
| YTD | -12.3% | +58.8% | -71.1% | -35.8% |
| 1Y | -34.4% | +82.0% | -116.3% | -60.2% |
| All | -34.4% | +85.0% | -119.4% | -60.2% |
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