+38.5%
FAST vs NTRA
+56.2%
-17.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | +5.0% | -11.2% | +16.2% | +5.1% |
| 30D | +8.6% | -18.4% | +26.9% | +8.8% |
| 3M | +6.9% | +2.2% | +4.7% | +6.7% |
| 6M | +29.6% | +58.1% | -28.6% | +29.1% |
| YTD | +41.4% | +41.0% | +0.4% | +37.4% |
| 1Y | +38.5% | +54.1% | -15.6% | +34.2% |
| All | +38.5% | +56.2% | -17.7% | +34.2% |
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