-24.7%
WULF vs NTRA
+172.0%
-196.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.4% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | -2.6% | +4.1% | -6.7% | -4.2% |
| 3M | -34.0% | +50.0% | -84.0% | -45.6% |
| 6M | +10.0% | +67.3% | -57.3% | -14.2% |
| YTD | +45.7% | +43.6% | +2.1% | +20.8% |
| 1Y | +57.3% | +89.2% | -31.9% | +15.5% |
| 3Y | +878.9% | +502.5% | +376.4% | +363.1% |
| All | -24.7% | +172.0% | -196.8% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling