-22.7%
FIS vs NTRA
+1,700.8%
-1,723.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.8% |
| 7D | -3.5% | +1.1% | -4.5% | -3.6% |
| 30D | -7.8% | +0.6% | -8.5% | -7.9% |
| 3M | +0.8% | +51.8% | -51.0% | -4.3% |
| 6M | -21.9% | +63.6% | -85.5% | -26.7% |
| YTD | -39.5% | +41.5% | -81.0% | -42.4% |
| 1Y | -41.0% | +93.6% | -134.6% | -45.8% |
| 3Y | -23.6% | +498.0% | -521.7% | -39.5% |
| 5Y | -65.6% | +172.5% | -238.1% | -71.7% |
| 10Y | -40.2% | +2,960.8% | -3,001.0% | -62.1% |
| All | -22.7% | +1,700.8% | -1,723.5% | -50.0% |
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