+34.0%
FANG vs NTRA
+85.0%
-51.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -2.5% |
| 7D | -13.0% | -16.6% | +3.6% | -14.7% |
| 30D | -2.9% | -9.2% | +6.3% | -3.7% |
| 3M | -3.0% | +32.5% | -35.5% | +1.6% |
| 6M | -11.9% | +75.9% | -87.9% | -2.7% |
| YTD | +21.5% | +58.8% | -37.3% | +29.5% |
| 1Y | +34.0% | +82.0% | -48.0% | +44.6% |
| All | +34.0% | +85.0% | -51.0% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling