-64.8%
FIS vs NTRA
+171.1%
-235.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.3% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -9.9% | +4.3% | -14.2% | -10.4% |
| 3M | 0.0% | +50.6% | -50.7% | -5.6% |
| 6M | -22.9% | +63.9% | -86.8% | -28.2% |
| YTD | -40.9% | +42.4% | -83.2% | -44.1% |
| 1Y | -40.4% | +92.1% | -132.5% | -45.8% |
| 3Y | -25.4% | +501.7% | -527.1% | -42.5% |
| 5Y | -64.8% | +171.4% | -236.3% | -71.6% |
| All | -64.8% | +171.1% | -235.9% | -71.6% |
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