+2,072.8%
FN vs NTRA
+1,723.2%
+349.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.5% |
| 3M | -43.0% | +47.8% | -90.8% | -46.9% |
| 6M | -27.7% | +61.6% | -89.4% | -34.2% |
| YTD | -10.5% | +43.3% | -53.8% | -16.9% |
| 1Y | +12.5% | +97.0% | -84.5% | -1.0% |
| 3Y | +153.8% | +424.9% | -271.1% | +90.9% |
| 5Y | +288.0% | +165.2% | +122.8% | +201.4% |
| 10Y | +906.4% | +3,114.3% | -2,207.9% | +462.3% |
| All | +2,072.8% | +1,723.2% | +349.6% | +1,184.5% |
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