+3.7%
FICO vs NTRA
+484.0%
-480.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -15.4% | +1.1% | -16.5% | -15.6% |
| 30D | -10.4% | +0.6% | -11.0% | -10.5% |
| 3M | -22.7% | +51.8% | -74.5% | -29.9% |
| 6M | -36.8% | +63.6% | -100.4% | -44.1% |
| YTD | -44.8% | +41.5% | -86.3% | -49.8% |
| 1Y | -39.3% | +93.6% | -133.0% | -49.1% |
| 3Y | +3.7% | +498.0% | -494.3% | -29.0% |
| All | +3.7% | +484.0% | -480.3% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling