+153.5%
FDX vs NTRA
+2,761.8%
-2,608.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +5.2% | +2.7% | +2.5% | +4.8% |
| 30D | +11.3% | -19.2% | +30.4% | +14.0% |
| 3M | -4.1% | +2.7% | -6.8% | -4.9% |
| 6M | +9.6% | +63.4% | -53.7% | +1.8% |
| YTD | +40.9% | +39.3% | +1.6% | +32.6% |
| 1Y | +53.0% | +59.0% | -6.0% | +41.4% |
| 3Y | +74.1% | +557.4% | -483.3% | +30.3% |
| 5Y | +75.1% | +177.4% | -102.3% | +39.1% |
| All | +153.5% | +2,761.8% | -2,608.3% | +41.1% |
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