+497.4%
NTRA vs FFIV
+147.5%
+349.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.8% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | +4.3% | -3.7% | +8.0% | +5.4% |
| 3M | +50.6% | +2.0% | +48.7% | +48.3% |
| 6M | +63.9% | +39.3% | +24.7% | +42.1% |
| YTD | +42.4% | +56.1% | -13.7% | +17.0% |
| 1Y | +92.1% | +22.0% | +70.1% | +75.2% |
| All | +497.4% | +147.5% | +349.9% | +272.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling