+171.4%
NTRA vs FDS
-28.1%
+199.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.6% | +0.6% |
| 7D | -0.5% | -16.0% | +15.5% | +5.0% |
| 30D | +4.3% | -6.7% | +11.0% | +6.1% |
| 3M | +50.6% | +6.0% | +44.7% | +45.6% |
| 6M | +63.9% | +25.1% | +38.8% | +46.8% |
| YTD | +42.4% | -8.1% | +50.5% | +44.8% |
| 1Y | +92.1% | -26.0% | +118.1% | +115.9% |
| 3Y | +501.7% | -36.4% | +538.1% | +613.4% |
| 5Y | +171.4% | -27.7% | +199.2% | +245.4% |
| All | +171.4% | -28.1% | +199.6% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling