+532.7%
FAST vs NTRA
+1,723.2%
-1,190.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | +19.5% | -20.3% | -2.5% |
| 3M | +5.8% | +47.8% | -42.0% | +1.8% |
| 6M | +8.0% | +61.6% | -53.7% | +2.7% |
| YTD | +25.6% | +43.3% | -17.6% | +20.6% |
| 1Y | +0.8% | +97.0% | -96.2% | -6.2% |
| 3Y | +86.1% | +424.9% | -338.8% | +55.5% |
| 5Y | +100.2% | +165.2% | -65.0% | +71.0% |
| 10Y | +494.2% | +3,114.3% | -2,620.1% | +290.4% |
| All | +532.7% | +1,723.2% | -1,190.5% | +326.9% |
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 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