+528.7%
FAST vs NTRA
+3,199.2%
-2,670.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.6% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -5.6% | +4.1% | -9.7% | -5.9% |
| 3M | +6.9% | +50.0% | -43.1% | +2.5% |
| 6M | +7.0% | +67.3% | -60.3% | +1.1% |
| YTD | +24.9% | +43.6% | -18.7% | +19.5% |
| 1Y | +6.5% | +89.2% | -82.8% | -1.1% |
| 3Y | +94.1% | +502.5% | -408.4% | +57.6% |
| 5Y | +107.7% | +173.8% | -66.1% | +75.0% |
| All | +528.7% | +3,199.2% | -2,670.5% | +283.9% |
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