+599.1%
XYZ vs NTRA
+3,199.2%
-2,600.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | +1.2% | +4.1% | -2.9% | -0.2% |
| 3M | +14.6% | +50.0% | -35.4% | -1.6% |
| 6M | +22.6% | +67.3% | -44.7% | 0.0% |
| YTD | +21.7% | +43.6% | -21.9% | +4.1% |
| 1Y | +6.7% | +89.2% | -82.5% | -17.5% |
| 3Y | +46.8% | +502.5% | -455.7% | -27.6% |
| 5Y | -68.0% | +173.8% | -241.8% | -81.6% |
| All | +599.1% | +3,199.2% | -2,600.1% | +141.9% |
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