+161.7%
NTRA vs FRSH
-72.5%
+234.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.2% | -6.6% | +6.8% | +2.3% |
| 30D | +4.1% | +2.1% | +2.0% | +2.9% |
| 3M | +50.0% | +29.0% | +21.1% | +37.1% |
| 6M | +67.3% | +48.6% | +18.7% | +44.9% |
| YTD | +43.6% | -2.9% | +46.5% | +40.6% |
| 1Y | +89.2% | -7.9% | +97.1% | +87.8% |
| 3Y | +502.5% | -46.5% | +549.1% | +580.9% |
| All | +161.7% | -72.5% | +234.2% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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