+174.9%
NTRA vs FFIV
+98.0%
+76.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -1.9% | 0.0% |
| 7D | +1.6% | +3.5% | -1.9% | -0.1% |
| 30D | +3.8% | -1.3% | +5.1% | +4.1% |
| 3M | +48.2% | +2.4% | +45.9% | +44.5% |
| 6M | +61.0% | +41.8% | +19.1% | +29.7% |
| YTD | +44.2% | +58.5% | -14.3% | +7.8% |
| 1Y | +87.3% | +24.3% | +62.9% | +59.9% |
| 3Y | +509.4% | +152.0% | +357.4% | +214.9% |
| All | +174.9% | +98.0% | +76.9% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling