-79.9%
FIG vs NTRA
+134.3%
-214.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | -3.8% | +0.2% | -4.0% | -3.9% |
| 30D | -2.3% | +4.1% | -6.4% | -3.3% |
| 3M | +20.0% | +50.0% | -30.1% | +5.4% |
| 6M | -16.7% | +67.3% | -84.0% | -31.0% |
| YTD | -37.9% | +43.6% | -81.5% | -46.3% |
| 1Y | -58.5% | +89.2% | -147.8% | -71.1% |
| All | -79.9% | +134.3% | -214.2% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling