+1,735.1%
NTRA vs FTI
+174.7%
+1,560.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | +3.8% | +5.0% | -1.3% | +2.3% |
| 3M | +48.2% | +13.8% | +34.4% | +42.2% |
| 6M | +61.0% | +22.9% | +38.1% | +50.4% |
| YTD | +44.2% | +75.0% | -30.8% | +22.3% |
| 1Y | +87.3% | +96.9% | -9.6% | +53.3% |
| 3Y | +509.4% | +276.7% | +232.7% | +306.6% |
| 5Y | +175.1% | +1,157.0% | -981.9% | +26.5% |
| 10Y | +3,203.1% | +310.7% | +2,892.4% | +1,570.7% |
| All | +1,735.1% | +174.7% | +1,560.4% | +768.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling