+129.1%
FE vs NTRA
+1,694.1%
-1,565.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -0.3% | -11.2% | +10.9% | +0.2% |
| 30D | +3.9% | -18.4% | +22.3% | +4.7% |
| 3M | -0.1% | +2.2% | -2.3% | -0.4% |
| 6M | +6.1% | +58.1% | -52.1% | +3.3% |
| YTD | +8.1% | +41.0% | -32.9% | +5.6% |
| 1Y | +4.4% | +54.1% | -49.7% | +1.5% |
| 3Y | +49.0% | +590.9% | -541.9% | +32.3% |
| 5Y | +46.1% | +180.7% | -134.6% | +33.2% |
| 10Y | +122.6% | +2,796.3% | -2,673.7% | +81.7% |
| All | +129.1% | +1,694.1% | -1,565.0% | +91.8% |
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 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