+92.4%
FOXA vs NTRA
+1,869.6%
-1,777.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +5.0% | +4.1% | +0.9% | +4.6% |
| 3M | -3.0% | +50.0% | -53.1% | -6.8% |
| 6M | +14.8% | +67.3% | -52.5% | +8.8% |
| YTD | -8.9% | +43.6% | -52.5% | -12.5% |
| 1Y | +13.3% | +89.2% | -75.9% | +6.0% |
| 3Y | +115.4% | +502.5% | -387.1% | +78.1% |
| 5Y | +95.3% | +173.8% | -78.5% | +65.9% |
| All | +92.4% | +1,869.6% | -1,777.3% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling