+168.9%
FN vs NTRA
+482.3%
-313.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -22.0% | +19.5% | -41.5% | -26.7% |
| 3M | -43.0% | +47.8% | -90.8% | -50.2% |
| 6M | -27.7% | +61.6% | -89.4% | -39.8% |
| YTD | -10.5% | +43.3% | -53.8% | -22.4% |
| 1Y | +12.5% | +97.0% | -84.5% | -13.6% |
| All | +168.9% | +482.3% | -313.4% | +62.3% |
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