+7,334.2%
FIX vs NTRA
+1,723.2%
+5,611.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | -7.2% | +19.5% | -26.7% | -10.1% |
| 3M | -15.9% | +47.8% | -63.6% | -21.1% |
| 6M | +12.7% | +61.6% | -48.9% | +3.9% |
| YTD | +72.8% | +43.3% | +29.5% | +61.9% |
| 1Y | +122.9% | +97.0% | +25.9% | +99.0% |
| 3Y | +774.3% | +424.9% | +349.4% | +582.4% |
| 5Y | +2,049.5% | +165.2% | +1,884.3% | +1,628.4% |
| 10Y | +5,821.5% | +3,114.3% | +2,707.2% | +3,309.0% |
| All | +7,334.2% | +1,723.2% | +5,611.0% | +4,292.1% |
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