-83.1%
FRMI vs NTRA
+105.4%
-188.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.9% |
| 7D | +7.4% | +0.2% | +7.2% | +7.4% |
| 30D | -27.6% | +4.1% | -31.7% | -27.9% |
| 3M | -20.9% | +50.0% | -70.9% | -24.4% |
| 6M | -36.6% | +67.3% | -103.9% | -41.2% |
| YTD | -31.3% | +43.6% | -74.8% | -38.1% |
| All | -83.1% | +105.4% | -188.5% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling