+784.7%
FIX vs NTRA
+498.8%
+285.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | +6.1% | +1.1% | +5.0% | +5.7% |
| 30D | -2.7% | +0.6% | -3.3% | -2.9% |
| 3M | -10.9% | +51.8% | -62.8% | -23.5% |
| 6M | +29.0% | +63.6% | -34.6% | +6.3% |
| YTD | +76.9% | +41.5% | +35.4% | +53.2% |
| 1Y | +130.7% | +93.6% | +37.1% | +77.5% |
| All | +784.7% | +498.8% | +285.9% | +453.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling