-55.8%
FIG vs NTRA
+96.0%
-151.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | -16.3% | +0.6% | -16.9% | -16.4% |
| 30D | -14.3% | +19.5% | -33.8% | -18.5% |
| 3M | +7.2% | +47.8% | -40.6% | -5.9% |
| 6M | -18.6% | +61.6% | -80.3% | -32.2% |
| YTD | -35.5% | +43.3% | -78.7% | -44.6% |
| 1Y | -55.8% | +97.0% | -152.8% | -72.7% |
| All | -55.8% | +96.0% | -151.8% | -72.7% |
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