+335.6%
FCX vs NTRA
+1,711.9%
-1,376.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +3.4% | +4.3% | -0.9% | +2.5% |
| 3M | +15.0% | +50.6% | -35.7% | +3.9% |
| 6M | +14.6% | +63.9% | -49.3% | +0.9% |
| YTD | +41.2% | +42.4% | -1.2% | +28.1% |
| 1Y | +60.4% | +92.1% | -31.7% | +36.0% |
| 3Y | +88.4% | +501.7% | -413.3% | +20.6% |
| 5Y | +115.0% | +171.4% | -56.4% | +50.3% |
| 10Y | +669.9% | +3,161.4% | -2,491.5% | +177.8% |
| All | +335.6% | +1,711.9% | -1,376.3% | +66.2% |
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 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