+541.0%
FAST vs NTRA
+2,896.9%
-2,356.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | +4.8% | -19.7% | +24.5% | +6.8% |
| 30D | +8.6% | -22.1% | +30.8% | +10.9% |
| 3M | +5.7% | -2.0% | +7.7% | +5.5% |
| 6M | +25.5% | +60.6% | -35.1% | +19.0% |
| YTD | +39.6% | +36.2% | +3.4% | +33.8% |
| 1Y | +35.5% | +51.0% | -15.5% | +28.5% |
| 3Y | +96.2% | +567.5% | -471.3% | +58.1% |
| 5Y | +110.2% | +191.6% | -81.4% | +76.0% |
| All | +541.0% | +2,896.9% | -2,356.0% | +307.7% |
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