-24.8%
FICO vs NTRA
+574.5%
-599.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.2% |
| 7D | -0.1% | -15.4% | +15.4% | +2.6% |
| 30D | +8.4% | -20.0% | +28.5% | +12.2% |
| 3M | -30.5% | -0.5% | -30.0% | -31.4% |
| 6M | -35.7% | +64.9% | -100.7% | -44.2% |
| YTD | -57.2% | +39.9% | -97.0% | -61.8% |
| 1Y | -58.4% | +60.5% | -118.9% | -64.2% |
| 3Y | -24.8% | +605.9% | -630.7% | -53.1% |
| All | -24.8% | +574.5% | -599.3% | -53.1% |
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