+5,107.9%
FIX vs NTRA
+1,694.1%
+3,413.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.0% |
| 7D | +16.9% | -11.2% | +28.1% | +18.7% |
| 30D | -30.6% | -18.4% | -12.3% | -28.6% |
| 3M | -35.1% | +2.2% | -37.3% | -35.6% |
| 6M | -44.0% | +58.1% | -102.1% | -48.3% |
| YTD | +21.0% | +41.0% | -19.9% | +13.3% |
| 1Y | +16.2% | +54.1% | -38.0% | +7.3% |
| 3Y | +506.9% | +590.9% | -84.1% | +358.2% |
| 5Y | +1,051.1% | +180.7% | +870.3% | +817.9% |
| 10Y | +3,647.6% | +2,796.3% | +851.3% | +2,066.5% |
| All | +5,107.9% | +1,694.1% | +3,413.8% | +2,972.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling