-33.3%
FICO vs NTRA
+64.8%
-98.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.2% |
| 7D | +4.0% | -18.2% | +22.2% | +3.4% |
| 30D | -1.5% | -19.6% | +18.1% | -2.2% |
| 3M | -29.8% | +2.3% | -32.1% | -30.6% |
| 6M | -33.3% | +60.6% | -93.9% | -36.0% |
| All | -33.3% | +64.8% | -98.0% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling