+1,700.8%
NTRA vs FFIV
+221.8%
+1,479.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.1% | -1.5% | +2.6% | +1.9% |
| 30D | +0.6% | -2.7% | +3.3% | +1.7% |
| 3M | +51.8% | -1.7% | +53.5% | +51.0% |
| 6M | +63.6% | +36.1% | +27.5% | +33.5% |
| YTD | +41.5% | +52.6% | -11.1% | +6.9% |
| 1Y | +93.6% | +21.5% | +72.1% | +65.0% |
| 3Y | +498.0% | +142.7% | +355.4% | +224.9% |
| 5Y | +172.5% | +92.6% | +79.9% | +68.4% |
| 10Y | +2,960.8% | +225.5% | +2,735.3% | +1,305.8% |
| All | +1,700.8% | +221.8% | +1,479.0% | +732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling