+99.0%
NTRA vs FTI
+57.1%
+41.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.5% |
| 7D | -7.9% | -9.7% | +1.8% | -8.3% |
| 30D | -8.1% | -8.2% | +0.1% | -8.5% |
| 3M | +42.1% | -7.8% | +49.9% | +41.6% |
| 6M | +84.8% | -13.4% | +98.3% | +85.8% |
| YTD | +70.7% | +45.1% | +25.6% | +45.4% |
| 1Y | +99.0% | +54.6% | +44.5% | +67.0% |
| All | +99.0% | +57.1% | +41.9% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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