+464.3%
FLEX vs NTRA
+510.2%
-46.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | +6.4% | +1.6% | +4.8% | +5.9% |
| 30D | -5.9% | +3.8% | -9.6% | -6.9% |
| 3M | -23.5% | +48.2% | -71.7% | -32.1% |
| 6M | +83.7% | +61.0% | +22.8% | +57.1% |
| YTD | +86.5% | +44.2% | +42.3% | +64.5% |
| 1Y | +100.5% | +87.3% | +13.2% | +63.0% |
| All | +464.3% | +510.2% | -46.0% | +277.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling