+1,184.9%
FLEX vs NTRA
+1,723.2%
-538.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -10.1% | +19.5% | -29.7% | -13.9% |
| 3M | -31.3% | +47.8% | -79.1% | -37.0% |
| 6M | +71.3% | +61.6% | +9.6% | +53.0% |
| YTD | +81.2% | +43.3% | +38.0% | +65.8% |
| 1Y | +98.5% | +97.0% | +1.5% | +69.9% |
| 3Y | +428.2% | +424.9% | +3.3% | +267.6% |
| 5Y | +657.3% | +165.2% | +492.1% | +456.9% |
| 10Y | +995.9% | +3,114.3% | -2,118.4% | +425.6% |
| All | +1,184.9% | +1,723.2% | -538.3% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling