+2,185.6%
FIX vs NTRA
+164.5%
+2,021.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +6.1% | +1.1% | +5.0% | +5.8% |
| 30D | -2.7% | +0.6% | -3.3% | -2.8% |
| 3M | -10.9% | +51.8% | -62.8% | -18.8% |
| 6M | +29.0% | +63.6% | -34.6% | +15.1% |
| YTD | +76.9% | +41.5% | +35.4% | +62.3% |
| 1Y | +130.7% | +93.6% | +37.1% | +98.7% |
| 3Y | +790.7% | +498.0% | +292.6% | +546.0% |
| 5Y | +2,185.6% | +172.5% | +2,013.1% | +1,710.8% |
| All | +2,185.6% | +164.5% | +2,021.0% | +1,710.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling