-58.5%
FICO vs NTRA
+54.6%
-113.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +2.2% | +2.7% | -0.5% | +2.1% |
| 30D | +0.1% | -19.2% | +19.2% | +1.0% |
| 3M | -35.2% | +2.7% | -37.8% | -36.2% |
| 6M | -32.4% | +63.4% | -95.7% | -38.0% |
| YTD | -57.4% | +39.3% | -96.7% | -62.0% |
| 1Y | -58.5% | +59.0% | -117.6% | -62.5% |
| All | -58.5% | +54.6% | -113.1% | -62.5% |
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