+106.8%
FAST vs NTRA
+164.5%
-57.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | -4.7% | +0.6% | -5.4% | -4.8% |
| 3M | +7.9% | +51.8% | -43.9% | +4.3% |
| 6M | +7.4% | +63.6% | -56.2% | +2.8% |
| YTD | +25.1% | +41.5% | -16.4% | +20.9% |
| 1Y | +4.7% | +93.6% | -88.9% | -1.6% |
| 3Y | +94.7% | +498.0% | -403.3% | +64.5% |
| 5Y | +106.8% | +172.5% | -65.7% | +74.2% |
| All | +106.8% | +164.5% | -57.8% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling