-40.6%
FIS vs NTRA
+3,199.2%
-3,239.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -8.0% | +4.1% | -12.1% | -8.5% |
| 3M | +0.6% | +50.0% | -49.4% | -5.0% |
| 6M | -22.2% | +67.3% | -89.5% | -27.7% |
| YTD | -40.8% | +43.6% | -84.4% | -44.0% |
| 1Y | -41.5% | +89.2% | -130.8% | -46.7% |
| 3Y | -25.5% | +502.5% | -528.0% | -42.7% |
| 5Y | -64.8% | +173.8% | -238.5% | -71.6% |
| All | -40.6% | +3,199.2% | -3,239.8% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling