+1,851.7%
FN vs NTRA
+1,679.9%
+171.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.7% | +11.3% |
| 7D | +16.3% | -15.4% | +31.7% | +19.3% |
| 30D | -24.7% | -20.0% | -4.7% | -22.0% |
| 3M | -34.9% | -0.5% | -34.4% | -35.2% |
| 6M | -41.1% | +64.9% | -106.0% | -46.6% |
| YTD | -19.6% | +39.9% | -59.5% | -25.5% |
| 1Y | -18.5% | +60.5% | -79.1% | -26.2% |
| 3Y | +119.1% | +605.9% | -486.7% | +58.0% |
| 5Y | +206.9% | +183.0% | +23.9% | +135.8% |
| 10Y | +826.4% | +3,254.9% | -2,428.4% | +416.2% |
| All | +1,851.7% | +1,679.9% | +171.7% | +1,052.5% |
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 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