-25.4%
FN vs NTRA
+55.2%
-80.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.1% | -4.3% |
| 7D | -4.1% | -19.7% | +15.6% | -0.7% |
| 30D | -28.3% | -22.1% | -6.2% | -25.2% |
| 3M | -33.9% | -2.0% | -31.9% | -33.8% |
| 6M | -43.9% | +60.6% | -104.5% | -49.0% |
| YTD | -23.4% | +36.2% | -59.6% | -26.2% |
| 1Y | -25.4% | +51.0% | -76.4% | -32.7% |
| All | -25.4% | +55.2% | -80.6% | -32.7% |
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 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