+128.2%
FE vs NTRA
+1,723.2%
-1,595.1%
-47.7%
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 | +1.9% | +0.6% | +1.4% | +1.9% |
| 30D | -1.2% | +19.5% | -20.7% | -2.1% |
| 3M | +3.5% | +47.8% | -44.3% | +1.4% |
| 6M | -6.1% | +61.6% | -67.7% | -8.6% |
| YTD | +7.6% | +43.3% | -35.6% | +5.3% |
| 1Y | +11.9% | +97.0% | -85.1% | +7.7% |
| 3Y | +48.4% | +424.9% | -376.5% | +33.8% |
| 5Y | +44.8% | +165.2% | -120.4% | +32.6% |
| 10Y | +115.9% | +3,114.3% | -2,998.4% | +76.8% |
| All | +128.2% | +1,723.2% | -1,595.1% | +91.2% |
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 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