+3,059.8%
NTRA vs FFIV
+249.4%
+2,810.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | -1.1% |
| 7D | +0.2% | +5.4% | -5.2% | -2.8% |
| 30D | +4.1% | -2.7% | +6.8% | +5.3% |
| 3M | +50.0% | +4.5% | +45.5% | +43.8% |
| 6M | +67.3% | +42.2% | +25.1% | +31.1% |
| YTD | +43.6% | +61.3% | -17.7% | +2.8% |
| 1Y | +89.2% | +23.0% | +66.2% | +58.5% |
| 3Y | +502.5% | +156.3% | +346.3% | +199.2% |
| 5Y | +173.8% | +102.9% | +70.9% | +56.8% |
| All | +3,059.8% | +249.4% | +2,810.4% | +1,216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling