+1,735.1%
NTRA vs FHN
+121.2%
+1,613.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | 0.0% | +1.5% | +1.6% |
| 30D | +3.8% | -2.6% | +6.3% | +4.6% |
| 3M | +48.2% | 0.0% | +48.2% | +47.9% |
| 6M | +61.0% | +9.2% | +51.7% | +55.8% |
| YTD | +44.2% | +4.3% | +39.8% | +41.5% |
| 1Y | +87.3% | +10.8% | +76.5% | +78.9% |
| 3Y | +509.4% | +130.7% | +378.7% | +341.0% |
| 5Y | +175.1% | +87.4% | +87.8% | +93.4% |
| 10Y | +3,203.1% | +126.9% | +3,076.2% | +1,680.2% |
| All | +1,735.1% | +121.2% | +1,613.8% | +926.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling