+8.6%
FOXA vs NTRA
+96.0%
-87.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -4.0% | +0.6% | -4.6% | -4.0% |
| 30D | +12.0% | +19.5% | -7.5% | +10.4% |
| 3M | +0.3% | +47.8% | -47.5% | -2.1% |
| 6M | +12.5% | +61.6% | -49.2% | +8.8% |
| YTD | -9.6% | +43.3% | -52.9% | -11.4% |
| 1Y | +8.6% | +97.0% | -88.4% | +6.7% |
| All | +8.6% | +96.0% | -87.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling