-38.6%
FICO vs NTRA
+96.0%
-134.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.7% |
| 7D | -19.2% | +0.6% | -19.8% | -19.2% |
| 30D | -14.6% | +19.5% | -34.1% | -16.1% |
| 3M | -20.1% | +47.8% | -67.9% | -24.0% |
| 6M | -36.3% | +61.6% | -98.0% | -41.0% |
| YTD | -44.9% | +43.3% | -88.1% | -49.2% |
| 1Y | -38.6% | +97.0% | -135.7% | -43.9% |
| All | -38.6% | +96.0% | -134.6% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling