-84.3%
FRMI vs NTRA
+105.0%
-189.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.3% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -17.3% | +19.5% | -36.8% | -19.3% |
| 3M | -17.2% | +47.8% | -64.9% | -20.8% |
| 6M | -43.4% | +61.6% | -105.0% | -47.3% |
| YTD | -36.0% | +43.3% | -79.3% | -42.3% |
| All | -84.3% | +105.0% | -189.2% | -78.4% |
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