+110.5%
FE vs NTRA
+3,171.2%
-3,060.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -1.3% | +4.3% | -5.6% | -1.5% |
| 3M | +0.6% | +50.6% | -50.0% | -1.9% |
| 6M | -6.8% | +63.9% | -70.8% | -9.8% |
| YTD | +6.4% | +42.4% | -35.9% | +3.7% |
| 1Y | +11.3% | +92.1% | -80.8% | +6.5% |
| 3Y | +47.1% | +501.7% | -454.7% | +29.0% |
| 5Y | +50.4% | +171.4% | -121.0% | +35.7% |
| All | +110.5% | +3,171.2% | -3,060.7% | +59.2% |
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