+61.9%
FDX vs NTRA
+498.8%
-436.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -3.3% | +1.1% | -4.4% | -3.4% |
| 30D | -1.4% | +0.6% | -2.0% | -1.5% |
| 3M | -4.5% | +51.8% | -56.4% | -8.8% |
| 6M | +9.4% | +63.6% | -54.2% | +3.2% |
| YTD | +36.0% | +41.5% | -5.5% | +30.0% |
| 1Y | +75.5% | +93.6% | -18.1% | +61.1% |
| All | +61.9% | +498.8% | -436.9% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling