-83.4%
FRMI vs NTRA
+103.7%
-187.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.3% |
| 7D | +10.9% | -0.5% | +11.4% | +11.0% |
| 30D | -24.3% | +4.3% | -28.6% | -24.6% |
| 3M | -21.8% | +50.6% | -72.4% | -25.2% |
| 6M | -33.0% | +63.9% | -97.0% | -37.7% |
| YTD | -32.6% | +42.4% | -75.0% | -39.3% |
| All | -83.4% | +103.7% | -187.1% | -77.3% |
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