+180.7%
NTRA vs FLNC
-70.4%
+251.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | +0.2% | -4.1% | +4.3% | +0.7% |
| 30D | +4.1% | -24.8% | +28.9% | +8.1% |
| 3M | +50.0% | -59.1% | +109.1% | +68.0% |
| 6M | +67.3% | -42.0% | +109.3% | +68.2% |
| YTD | +43.6% | -49.8% | +93.4% | +44.1% |
| 1Y | +89.2% | +43.1% | +46.2% | +46.9% |
| 3Y | +502.5% | -61.0% | +563.5% | +422.9% |
| All | +180.7% | -70.4% | +251.0% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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