+614.8%
FLEX vs NTRA
+2,761.8%
-2,147.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | +7.5% | +2.7% | +4.7% | +6.9% |
| 30D | -25.3% | -19.2% | -6.1% | -21.6% |
| 3M | -39.7% | +2.7% | -42.4% | -40.2% |
| 6M | -47.9% | +63.4% | -111.2% | -54.0% |
| YTD | +24.1% | +39.3% | -15.2% | +12.6% |
| 1Y | +26.0% | +59.0% | -33.1% | +10.8% |
| 3Y | +282.7% | +557.4% | -274.7% | +142.5% |
| 5Y | +424.2% | +177.4% | +246.9% | +268.8% |
| All | +614.8% | +2,761.8% | -2,147.0% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling