+3,601.2%
FIX vs NTRA
+2,796.3%
+804.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.0% |
| 7D | +16.9% | -11.2% | +28.1% | +18.9% |
| 30D | -30.6% | -18.4% | -12.3% | -28.4% |
| 3M | -35.1% | +2.2% | -37.3% | -35.6% |
| 6M | -44.0% | +58.1% | -102.1% | -48.7% |
| YTD | +21.0% | +41.0% | -19.9% | +12.5% |
| 1Y | +16.2% | +54.1% | -38.0% | +6.4% |
| 3Y | +506.9% | +590.9% | -84.1% | +345.5% |
| 5Y | +1,051.1% | +180.7% | +870.3% | +800.4% |
| All | +3,601.2% | +2,796.3% | +804.9% | +1,845.9% |
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