+9.7%
FPS vs NTRA
+60.8%
-51.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.7% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -16.9% | +4.1% | -21.0% | -18.1% |
| 3M | -45.3% | +50.0% | -95.4% | -53.1% |
| 6M | -10.3% | +67.3% | -77.6% | -27.7% |
| All | +9.7% | +60.8% | -51.1% | -11.6% |
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