+178.3%
FDX vs NTRA
+1,723.2%
-1,545.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | +3.8% | +19.5% | -15.7% | +1.3% |
| 3M | -1.3% | +47.8% | -49.1% | -6.2% |
| 6M | +5.0% | +61.6% | -56.6% | -1.7% |
| YTD | +39.6% | +43.3% | -3.6% | +32.3% |
| 1Y | +81.1% | +97.0% | -15.9% | +64.7% |
| 3Y | +63.0% | +424.9% | -361.9% | +29.1% |
| 5Y | +65.6% | +165.2% | -99.6% | +35.1% |
| 10Y | +183.4% | +3,114.3% | -2,930.9% | +69.7% |
| All | +178.3% | +1,723.2% | -1,545.0% | +67.6% |
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