+1,727.4%
NTRA vs FLR
+12.4%
+1,715.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.5% |
| 7D | +0.2% | -3.5% | +3.7% | +1.3% |
| 30D | +4.1% | +4.2% | -0.1% | +2.7% |
| 3M | +50.0% | +8.1% | +42.0% | +46.2% |
| 6M | +67.3% | +21.5% | +45.8% | +56.8% |
| YTD | +43.6% | +36.8% | +6.8% | +29.7% |
| 1Y | +89.2% | +31.2% | +58.0% | +72.0% |
| 3Y | +502.5% | +53.9% | +448.7% | +394.3% |
| 5Y | +173.8% | +243.0% | -69.3% | +74.2% |
| 10Y | +3,189.3% | +18.8% | +3,170.5% | +1,693.4% |
| All | +1,727.4% | +12.4% | +1,715.0% | +836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling