+788.5%
XLK vs NTRA
+3,199.2%
-2,410.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -0.6% | +4.1% | -4.7% | -1.3% |
| 3M | +2.6% | +50.0% | -47.5% | -4.6% |
| 6M | +34.0% | +67.3% | -33.3% | +21.6% |
| YTD | +30.7% | +43.6% | -12.9% | +21.4% |
| 1Y | +39.2% | +89.2% | -50.0% | +23.3% |
| 3Y | +120.4% | +502.5% | -382.1% | +59.5% |
| 5Y | +148.8% | +173.8% | -25.0% | +90.3% |
| All | +788.5% | +3,199.2% | -2,410.7% | +374.5% |
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 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