+248.8%
XLF vs NTRA
+3,199.2%
-2,950.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -1.2% | +4.1% | -5.3% | -1.6% |
| 3M | +9.2% | +50.0% | -40.9% | +3.9% |
| 6M | +16.3% | +67.3% | -51.0% | +8.9% |
| YTD | +5.4% | +43.6% | -38.1% | +0.2% |
| 1Y | +7.6% | +89.2% | -81.6% | -1.0% |
| 3Y | +74.2% | +502.5% | -428.3% | +38.4% |
| 5Y | +66.1% | +173.8% | -107.6% | +37.6% |
| All | +248.8% | +3,199.2% | -2,950.4% | +100.7% |
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