+409.5%
NTRA vs FGI
-70.0%
+479.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.1% |
| 7D | -15.4% | -1.4% | -14.1% | -15.4% |
| 30D | -20.0% | -3.2% | -16.8% | -20.0% |
| 3M | -0.5% | +64.1% | -64.6% | -2.3% |
| 6M | +64.9% | +17.2% | +47.8% | +62.9% |
| YTD | +39.9% | +31.6% | +8.3% | +35.9% |
| 1Y | +60.5% | +45.1% | +15.5% | +54.7% |
| 3Y | +605.9% | -2.0% | +607.8% | +567.1% |
| All | +409.5% | -70.0% | +479.5% | +431.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling