+314.9%
FERG vs NTRA
+1,727.4%
-1,412.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.7% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | -8.9% | +4.1% | -13.0% | -9.2% |
| 3M | -2.0% | +50.0% | -52.1% | -5.0% |
| 6M | -3.2% | +67.3% | -70.5% | -7.0% |
| YTD | +1.5% | +43.6% | -42.1% | -1.6% |
| 1Y | +0.5% | +89.2% | -88.8% | -4.4% |
| 3Y | +50.4% | +502.5% | -452.1% | +32.7% |
| 5Y | +68.7% | +173.8% | -105.1% | +49.6% |
| 10Y | +351.3% | +3,189.3% | -2,838.0% | +274.5% |
| All | +314.9% | +1,727.4% | -1,412.5% | +251.6% |
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