+111.9%
FIX vs NTRA
+84.8%
+27.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +0.7% | -0.5% | +1.1% | +0.8% |
| 30D | -5.7% | +4.3% | -10.0% | -6.7% |
| 3M | -7.4% | +50.6% | -58.1% | -17.9% |
| 6M | +15.1% | +63.9% | -48.9% | -2.6% |
| YTD | +70.7% | +42.4% | +28.3% | +53.0% |
| 1Y | +111.9% | +92.1% | +19.9% | +69.3% |
| All | +111.9% | +84.8% | +27.2% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling