-9.3%
FLUT vs NTRA
+3,199.2%
-3,208.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +2.5% | +4.1% | -1.6% | +2.1% |
| 3M | -9.2% | +50.0% | -59.3% | -12.9% |
| 6M | -8.2% | +67.3% | -75.5% | -13.1% |
| YTD | -53.2% | +43.6% | -96.8% | -55.1% |
| 1Y | -65.6% | +89.2% | -154.8% | -67.8% |
| 3Y | -43.6% | +502.5% | -546.1% | -51.7% |
| 5Y | -50.3% | +173.8% | -224.1% | -57.8% |
| All | -9.3% | +3,199.2% | -3,208.5% | -21.7% |
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 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