-80.9%
FIG vs NTRA
+135.2%
-216.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.7% |
| 7D | -14.5% | +1.6% | -16.0% | -14.8% |
| 30D | -13.3% | +3.8% | -17.1% | -14.1% |
| 3M | +7.4% | +48.2% | -40.8% | -5.2% |
| 6M | -27.8% | +61.0% | -88.7% | -39.1% |
| YTD | -41.1% | +44.2% | -85.3% | -49.1% |
| 1Y | -58.7% | +87.3% | -146.0% | -71.1% |
| All | -80.9% | +135.2% | -216.2% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling