+1,700.8%
NTRA vs FDS
+99.8%
+1,601.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +1.0% |
| 7D | +1.1% | -5.4% | +6.4% | +3.9% |
| 30D | +0.6% | +1.6% | -0.9% | -0.7% |
| 3M | +51.8% | +17.7% | +34.1% | +35.2% |
| 6M | +63.6% | +29.1% | +34.5% | +35.2% |
| YTD | +41.5% | +1.0% | +40.5% | +33.8% |
| 1Y | +93.6% | -21.6% | +115.3% | +112.1% |
| 3Y | +498.0% | -30.1% | +528.2% | +584.5% |
| 5Y | +172.5% | -20.7% | +193.2% | +178.9% |
| 10Y | +2,960.8% | +78.3% | +2,882.5% | +1,751.5% |
| All | +1,700.8% | +99.8% | +1,601.0% | +872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling