+25.0%
FLEX vs NTRA
+99.0%
-74.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.6% | -12.9% | -12.5% |
| 7D | -17.0% | -7.9% | -9.1% | -15.3% |
| 30D | -33.8% | -8.1% | -25.7% | -32.5% |
| 3M | -39.0% | +42.1% | -81.1% | -43.3% |
| 6M | -15.9% | +84.8% | -100.7% | -27.5% |
| YTD | +27.8% | +70.7% | -42.8% | +13.5% |
| 1Y | +25.0% | +99.0% | -74.1% | -2.2% |
| All | +25.0% | +99.0% | -74.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling