+46.1%
FE vs NTRA
+195.9%
-149.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | -0.4% | -18.2% | +17.8% | 0.0% |
| 30D | +3.6% | -19.6% | +23.2% | +4.0% |
| 3M | +0.3% | +2.3% | -1.9% | +0.1% |
| 6M | +6.4% | +60.6% | -54.2% | +4.8% |
| YTD | +8.1% | +39.6% | -31.5% | +6.8% |
| 1Y | +4.6% | +54.7% | -50.1% | +3.0% |
| 3Y | +49.1% | +584.3% | -535.1% | +38.1% |
| 5Y | +46.1% | +182.5% | -136.4% | +35.5% |
| All | +46.1% | +195.9% | -149.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling