-51.8%
FN vs NTRA
+49.0%
-100.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -14.6% | +26.3% | +12.1% |
| 7D | 0.0% | -25.0% | +25.0% | +1.8% |
| 30D | -34.3% | -21.5% | -12.8% | -32.9% |
| 3M | -39.9% | +17.1% | -56.9% | -39.2% |
| 6M | -51.8% | +44.4% | -96.3% | -47.4% |
| All | -51.8% | +49.0% | -100.8% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling