+173.5%
NTRA vs FLR
+238.1%
-64.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.4% |
| 7D | +0.2% | -3.5% | +3.7% | +1.4% |
| 30D | +4.1% | +4.2% | -0.1% | +2.4% |
| 3M | +50.0% | +8.1% | +42.0% | +45.4% |
| 6M | +67.3% | +21.5% | +45.8% | +55.1% |
| YTD | +43.6% | +36.8% | +6.8% | +27.7% |
| 1Y | +89.2% | +31.2% | +58.0% | +69.2% |
| 3Y | +502.5% | +53.9% | +448.7% | +360.2% |
| All | +173.5% | +238.1% | -64.6% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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