+171.4%
NTRA vs FHN
+87.6%
+83.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +4.3% | -2.6% | +6.9% | +4.8% |
| 3M | +50.6% | +0.8% | +49.8% | +50.2% |
| 6M | +63.9% | +9.2% | +54.7% | +60.8% |
| YTD | +42.4% | +5.1% | +37.2% | +40.6% |
| 1Y | +92.1% | +12.2% | +79.9% | +86.6% |
| 3Y | +501.7% | +132.4% | +369.3% | +419.6% |
| 5Y | +171.4% | +91.1% | +80.4% | +138.4% |
| All | +171.4% | +87.6% | +83.8% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling