+284.0%
FITB vs NTRA
+3,199.2%
-2,915.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -5.7% | +4.1% | -9.8% | -6.3% |
| 3M | +3.2% | +50.0% | -46.9% | -3.2% |
| 6M | +23.4% | +67.3% | -43.9% | +13.4% |
| YTD | +18.8% | +43.6% | -24.8% | +11.3% |
| 1Y | +25.0% | +89.2% | -64.3% | +12.3% |
| 3Y | +131.2% | +502.5% | -371.3% | +72.0% |
| 5Y | +70.7% | +173.8% | -103.1% | +34.5% |
| All | +284.0% | +3,199.2% | -2,915.2% | +99.7% |
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