+1,644.7%
FN vs NTRA
+1,625.9%
+18.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -14.6% | +26.3% | +14.1% |
| 7D | 0.0% | -25.0% | +25.0% | +4.6% |
| 30D | -34.3% | -21.5% | -12.8% | -31.7% |
| 3M | -39.9% | +17.1% | -56.9% | -41.9% |
| 6M | -51.8% | +44.4% | -96.3% | -55.4% |
| YTD | -28.1% | +35.6% | -63.8% | -33.0% |
| 1Y | -29.1% | +56.5% | -85.6% | -35.5% |
| 3Y | +102.4% | +620.8% | -518.4% | +45.4% |
| 5Y | +171.7% | +167.9% | +3.8% | +110.4% |
| 10Y | +773.5% | +3,576.6% | -2,803.1% | +386.6% |
| All | +1,644.7% | +1,625.9% | +18.7% | +935.2% |
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