-65.6%
FLUT vs NTRA
+92.9%
-158.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +2.5% | +4.1% | -1.6% | +1.6% |
| 3M | -9.2% | +50.0% | -59.3% | -18.2% |
| 6M | -8.2% | +67.3% | -75.5% | -21.7% |
| YTD | -53.2% | +43.6% | -96.8% | -58.5% |
| 1Y | -65.6% | +89.2% | -154.8% | -74.4% |
| All | -65.6% | +92.9% | -158.5% | -74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling