+289.3%
FN vs NTRA
+165.5%
+123.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -22.0% | +19.5% | -41.5% | -25.1% |
| 3M | -43.0% | +47.8% | -90.8% | -47.8% |
| 6M | -27.7% | +61.6% | -89.4% | -35.7% |
| YTD | -10.5% | +43.3% | -53.8% | -18.4% |
| 1Y | +12.5% | +97.0% | -84.5% | -4.2% |
| 3Y | +153.8% | +424.9% | -271.1% | +83.1% |
| All | +289.3% | +165.5% | +123.8% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling