+16.3%
FISV vs NTRA
+1,711.9%
-1,695.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.7% |
| 7D | -7.2% | -0.5% | -6.7% | -7.2% |
| 30D | -7.2% | +4.3% | -11.5% | -7.7% |
| 3M | -8.2% | +50.6% | -58.8% | -13.1% |
| 6M | -17.7% | +63.9% | -81.6% | -23.1% |
| YTD | -27.2% | +42.4% | -69.5% | -30.9% |
| 1Y | -63.0% | +92.1% | -155.1% | -66.2% |
| 3Y | -59.8% | +501.7% | -561.5% | -68.7% |
| 5Y | -55.8% | +171.4% | -227.2% | -64.1% |
| 10Y | -2.4% | +3,161.4% | -3,163.8% | -41.1% |
| All | +16.3% | +1,711.9% | -1,695.5% | -27.6% |
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 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