+502.5%
NTRA vs FND
-50.3%
+552.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +0.2% | -5.8% | +6.0% | +1.7% |
| 30D | +4.1% | -20.2% | +24.3% | +10.0% |
| 3M | +50.0% | -12.0% | +62.0% | +54.3% |
| 6M | +67.3% | -18.5% | +85.8% | +73.8% |
| YTD | +43.6% | -22.3% | +65.8% | +49.4% |
| 1Y | +89.2% | -47.6% | +136.9% | +115.8% |
| 3Y | +502.5% | -49.8% | +552.3% | +523.5% |
| All | +502.5% | -50.3% | +552.8% | +523.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling