+90.1%
FOXA vs NTRA
+1,852.9%
-1,762.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.2% |
| 7D | -3.7% | -0.5% | -3.3% | -3.7% |
| 30D | +5.4% | +4.3% | +1.1% | +4.9% |
| 3M | -3.7% | +50.6% | -54.4% | -7.5% |
| 6M | +12.6% | +63.9% | -51.4% | +6.9% |
| YTD | -10.0% | +42.4% | -52.3% | -13.5% |
| 1Y | +15.0% | +92.1% | -77.0% | +7.5% |
| 3Y | +115.1% | +501.7% | -386.6% | +77.8% |
| 5Y | +93.0% | +171.4% | -78.4% | +64.2% |
| All | +90.1% | +1,852.9% | -1,762.8% | +20.7% |
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 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