+502.5%
FIX vs NTRA
+570.3%
-67.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | +17.0% | -11.2% | +28.2% | +20.8% |
| 30D | -30.6% | -18.4% | -12.2% | -26.0% |
| 3M | -35.0% | +2.2% | -37.2% | -36.3% |
| 6M | -44.0% | +58.1% | -102.1% | -54.0% |
| YTD | +21.1% | +41.0% | -19.8% | +2.6% |
| 1Y | +16.3% | +54.1% | -37.9% | -5.1% |
| All | +502.5% | +570.3% | -67.8% | +182.9% |
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 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