-80.8%
FIG vs NTRA
+132.3%
-213.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -12.2% | -0.5% | -11.7% | -12.1% |
| 30D | -11.0% | +4.3% | -15.3% | -11.9% |
| 3M | +11.9% | +50.6% | -38.8% | -2.0% |
| 6M | -21.9% | +63.9% | -85.8% | -34.9% |
| YTD | -40.8% | +42.4% | -83.1% | -48.7% |
| 1Y | -56.6% | +92.1% | -148.7% | -70.1% |
| All | -80.8% | +132.3% | -213.1% | -87.7% |
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 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