+270.2%
FANG vs NTRA
+1,727.4%
-1,457.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +2.6% | +4.1% | -1.5% | +2.0% |
| 3M | +7.6% | +50.0% | -42.5% | +1.0% |
| 6M | +17.3% | +67.3% | -50.0% | +7.6% |
| YTD | +38.7% | +43.6% | -4.9% | +29.4% |
| 1Y | +51.6% | +89.2% | -37.6% | +35.5% |
| 3Y | +50.0% | +502.5% | -452.6% | +10.1% |
| 5Y | +237.6% | +173.8% | +63.8% | +162.2% |
| 10Y | +180.7% | +3,189.3% | -3,008.6% | +47.4% |
| All | +270.2% | +1,727.4% | -1,457.2% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling