+274.2%
FITB vs NTRA
+1,735.1%
-1,460.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | -5.1% | +3.8% | -8.9% | -5.7% |
| 3M | +3.5% | +48.2% | -44.7% | -2.5% |
| 6M | +17.2% | +61.0% | -43.7% | +8.6% |
| YTD | +17.6% | +44.2% | -26.5% | +10.5% |
| 1Y | +23.4% | +87.3% | -63.9% | +11.5% |
| 3Y | +129.7% | +509.4% | -379.7% | +72.8% |
| 5Y | +68.4% | +175.1% | -106.7% | +33.5% |
| 10Y | +285.6% | +3,203.1% | -2,917.5% | +102.8% |
| All | +274.2% | +1,735.1% | -1,460.9% | +98.4% |
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