+16.6%
FLUT vs NTRA
+1,735.1%
-1,718.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -2.6% | +1.6% | -4.2% | -2.7% |
| 30D | +5.4% | +3.8% | +1.6% | +5.0% |
| 3M | -10.8% | +48.2% | -59.0% | -14.1% |
| 6M | -9.2% | +61.0% | -70.2% | -13.4% |
| YTD | -53.8% | +44.2% | -98.0% | -55.6% |
| 1Y | -66.0% | +87.3% | -153.3% | -68.0% |
| 3Y | -44.7% | +509.4% | -554.1% | -52.3% |
| 5Y | -50.6% | +175.1% | -225.7% | -57.5% |
| 10Y | -10.4% | +3,203.1% | -3,213.5% | -25.7% |
| All | +16.6% | +1,735.1% | -1,718.5% | -3.2% |
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