+16.5%
FSLR vs NTRA
+507.7%
-491.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -7.8% | +4.1% | -11.9% | -8.6% |
| 3M | -22.9% | +50.0% | -73.0% | -29.6% |
| 6M | +4.4% | +67.3% | -62.9% | -7.7% |
| YTD | -20.0% | +43.6% | -63.6% | -27.3% |
| 1Y | +2.8% | +89.2% | -86.4% | -12.7% |
| 3Y | +16.5% | +502.5% | -486.0% | -43.7% |
| All | +16.5% | +507.7% | -491.1% | -43.7% |
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