+878.9%
WULF vs NTRA
+507.7%
+371.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | -2.6% | +4.1% | -6.7% | -4.6% |
| 3M | -34.0% | +50.0% | -84.0% | -48.7% |
| 6M | +10.0% | +67.3% | -57.3% | -21.1% |
| YTD | +45.7% | +43.6% | +2.1% | +13.3% |
| 1Y | +57.3% | +89.2% | -31.9% | +2.9% |
| 3Y | +878.9% | +502.5% | +376.4% | +250.0% |
| All | +878.9% | +507.7% | +371.3% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling