-44.6%
FLUT vs NTRA
+502.5%
-547.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -0.3% | +4.3% | -4.6% | -1.3% |
| 3M | -12.6% | +50.6% | -63.3% | -21.2% |
| 6M | -8.0% | +63.9% | -71.9% | -19.6% |
| YTD | -54.1% | +42.4% | -96.5% | -58.6% |
| 1Y | -66.1% | +92.1% | -158.2% | -71.6% |
| All | -44.6% | +502.5% | -547.1% | -60.9% |
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