-93.2%
FRMI vs NTRA
+99.0%
-192.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.2% | -10.7% |
| 7D | -39.7% | -7.9% | -31.9% | -38.2% |
| 30D | -55.2% | -8.1% | -47.0% | -54.1% |
| 3M | -71.2% | +42.1% | -113.3% | -73.1% |
| 6M | -64.1% | +84.8% | -148.9% | -68.5% |
| YTD | -77.2% | +70.7% | -147.9% | -81.4% |
| 1Y | -93.2% | +99.0% | -192.2% | -95.6% |
| All | -93.2% | +99.0% | -192.2% | -95.6% |
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