+545.7%
FICO vs NTRA
+3,019.8%
-2,474.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.5% |
| 7D | +0.9% | -19.7% | +20.6% | +5.1% |
| 30D | +9.4% | -22.1% | +31.6% | +14.5% |
| 3M | -30.4% | -2.0% | -28.4% | -30.9% |
| 6M | -35.1% | +60.6% | -95.7% | -42.7% |
| YTD | -56.8% | +36.2% | -93.0% | -60.8% |
| 1Y | -58.4% | +51.0% | -109.4% | -63.2% |
| 3Y | -26.7% | +567.5% | -594.2% | -54.0% |
| 5Y | +88.0% | +191.6% | -103.6% | +29.3% |
| 10Y | +545.7% | +2,914.3% | -2,368.6% | +168.7% |
| All | +545.7% | +3,019.8% | -2,474.1% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling