+425.3%
NTRA vs FGI
-69.1%
+494.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.9% |
| 7D | +1.6% | +14.7% | -13.1% | +1.4% |
| 30D | +3.8% | +67.0% | -63.2% | +1.9% |
| 3M | +48.2% | +31.0% | +17.2% | +46.2% |
| 6M | +61.0% | +126.8% | -65.9% | +54.2% |
| YTD | +44.2% | +35.6% | +8.6% | +40.1% |
| 1Y | +87.3% | +108.9% | -21.6% | +75.4% |
| 3Y | +509.4% | -0.3% | +509.7% | +475.6% |
| All | +425.3% | -69.1% | +494.4% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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