+298.7%
FLEX vs NTRA
+570.3%
-271.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +17.1% | -11.2% | +28.3% | +20.7% |
| 30D | -29.5% | -18.4% | -11.2% | -25.0% |
| 3M | -37.3% | +2.2% | -39.5% | -37.8% |
| 6M | -44.1% | +58.1% | -102.2% | -52.4% |
| YTD | +29.3% | +41.0% | -11.7% | +13.0% |
| 1Y | +24.2% | +54.1% | -30.0% | +5.0% |
| All | +298.7% | +570.3% | -271.6% | +134.8% |
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 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