+396.2%
NTRA vs FGI
-70.0%
+466.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -19.7% | -4.1% | -15.6% | -19.7% |
| 30D | -22.1% | -3.4% | -18.8% | -22.1% |
| 3M | -2.0% | +61.8% | -63.8% | -3.7% |
| 6M | +60.6% | +17.0% | +43.6% | +58.6% |
| YTD | +36.2% | +31.4% | +4.8% | +32.3% |
| 1Y | +51.0% | +42.7% | +8.3% | +45.6% |
| 3Y | +567.5% | -0.1% | +567.6% | +529.1% |
| All | +396.2% | -70.0% | +466.2% | +417.4% |
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