+3,059.8%
NTRA vs FHN
+128.3%
+2,931.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +0.2% | -1.2% | +1.4% | +0.6% |
| 30D | +4.1% | -4.8% | +8.9% | +5.7% |
| 3M | +50.0% | -0.7% | +50.8% | +50.1% |
| 6M | +67.3% | +10.6% | +56.7% | +61.4% |
| YTD | +43.6% | +4.6% | +39.0% | +40.9% |
| 1Y | +89.2% | +11.4% | +77.9% | +80.7% |
| 3Y | +502.5% | +132.3% | +370.3% | +341.0% |
| 5Y | +173.8% | +90.2% | +83.6% | +94.0% |
| All | +3,059.8% | +128.3% | +2,931.4% | +1,559.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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