+177.0%
FDX vs NTRA
+3,171.2%
-2,994.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -3.3% | +4.3% | -7.6% | -3.9% |
| 3M | -2.0% | +50.6% | -52.6% | -7.5% |
| 6M | +8.0% | +63.9% | -55.9% | +0.3% |
| YTD | +35.0% | +42.4% | -7.4% | +27.3% |
| 1Y | +73.7% | +92.1% | -18.4% | +57.0% |
| 3Y | +61.6% | +501.7% | -440.1% | +22.6% |
| 5Y | +65.4% | +171.4% | -106.1% | +32.1% |
| All | +177.0% | +3,171.2% | -2,994.2% | +51.7% |
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