+99.0%
NTRA vs FND
-10.3%
+109.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | -2.1% |
| 7D | -7.9% | +12.3% | -20.2% | -10.7% |
| 30D | -8.1% | +14.7% | -22.9% | -11.6% |
| 3M | +42.1% | -12.0% | +54.1% | +47.0% |
| 6M | +84.8% | +10.8% | +74.1% | +78.5% |
| YTD | +70.7% | -12.3% | +83.0% | +67.2% |
| 1Y | +99.0% | -13.4% | +112.4% | +95.3% |
| All | +99.0% | -10.3% | +109.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling