+73.7%
FDX vs NTRA
+84.8%
-11.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -3.3% | +4.3% | -7.6% | -3.5% |
| 3M | -2.0% | +50.6% | -52.6% | -4.0% |
| 6M | +8.0% | +63.9% | -55.9% | +4.7% |
| YTD | +35.0% | +42.4% | -7.4% | +30.9% |
| 1Y | +73.7% | +92.1% | -18.4% | +64.0% |
| All | +73.7% | +84.8% | -11.1% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling