+47.1%
FE vs NTRA
+510.2%
-463.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | -1.2% | +3.8% | -4.9% | -1.2% |
| 3M | +1.7% | +48.2% | -46.6% | +1.3% |
| 6M | -7.5% | +61.0% | -68.4% | -7.9% |
| YTD | +6.3% | +44.2% | -37.9% | +5.9% |
| 1Y | +10.9% | +87.3% | -76.4% | +10.3% |
| All | +47.1% | +510.2% | -463.1% | +36.3% |
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