+99.0%
NTRA vs FDS
+31.1%
+67.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.5% |
| 7D | -7.9% | +9.4% | -17.3% | -8.5% |
| 30D | -8.1% | +23.8% | -31.9% | -9.7% |
| 3M | +42.1% | +25.1% | +17.0% | +39.2% |
| 6M | +84.8% | +53.8% | +31.0% | +77.0% |
| YTD | +70.7% | +19.6% | +51.1% | +68.5% |
| 1Y | +99.0% | +31.6% | +67.4% | +101.1% |
| All | +99.0% | +31.1% | +67.9% | +101.1% |
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