+99.0%
NTRA vs FFIV
+33.5%
+65.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -7.9% | -9.8% | +1.9% | -7.5% |
| 30D | -8.1% | -28.1% | +20.0% | -7.6% |
| 3M | +42.1% | -20.0% | +62.1% | +42.0% |
| 6M | +84.8% | -0.1% | +84.9% | +78.8% |
| YTD | +70.7% | +29.2% | +41.5% | +58.8% |
| 1Y | +99.0% | +36.6% | +62.5% | +86.0% |
| All | +99.0% | +33.5% | +65.5% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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