+97.0%
NTRA vs FDS
-17.4%
+114.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.4% |
| 7D | +0.6% | -1.9% | +2.5% | +0.7% |
| 30D | +19.5% | +9.0% | +10.5% | +18.7% |
| 3M | +47.8% | +18.9% | +28.9% | +46.1% |
| 6M | +61.6% | +35.1% | +26.5% | +56.9% |
| YTD | +43.3% | +5.5% | +37.8% | +41.4% |
| 1Y | +97.0% | -16.8% | +113.8% | +90.7% |
| All | +97.0% | -17.4% | +114.4% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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