-36.4%
FICO vs NTRA
+97.0%
-133.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +5.2% |
| 7D | -10.6% | +1.6% | -12.2% | -10.7% |
| 30D | -6.3% | +3.8% | -10.1% | -6.7% |
| 3M | -19.7% | +48.2% | -68.0% | -23.6% |
| 6M | -31.8% | +61.0% | -92.7% | -36.9% |
| YTD | -41.8% | +44.2% | -86.0% | -46.5% |
| 1Y | -36.4% | +87.3% | -123.7% | -41.2% |
| All | -36.4% | +97.0% | -133.5% | -41.2% |
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 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