+689.7%
FLEX vs NTRA
+171.1%
+518.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -11.8% | +4.3% | -16.1% | -12.6% |
| 3M | -22.6% | +50.6% | -73.2% | -29.4% |
| 6M | +77.3% | +63.9% | +13.4% | +57.7% |
| YTD | +78.8% | +42.4% | +36.4% | +63.4% |
| 1Y | +86.1% | +92.1% | -6.0% | +59.8% |
| 3Y | +446.2% | +501.7% | -55.5% | +283.7% |
| 5Y | +689.7% | +171.4% | +518.2% | +516.7% |
| All | +689.7% | +171.1% | +518.6% | +516.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling