+3,059.8%
NTRA vs FTV
+80.7%
+2,979.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.6% |
| 7D | +0.2% | -4.0% | +4.2% | +2.9% |
| 30D | +4.1% | -11.0% | +15.1% | +12.3% |
| 3M | +50.0% | -8.4% | +58.4% | +57.4% |
| 6M | +67.3% | -2.6% | +69.9% | +67.7% |
| YTD | +43.6% | -0.6% | +44.2% | +38.7% |
| 1Y | +89.2% | +11.0% | +78.3% | +68.0% |
| 3Y | +502.5% | -6.3% | +508.9% | +490.1% |
| 5Y | +173.8% | -1.5% | +175.3% | +155.2% |
| All | +3,059.8% | +80.7% | +2,979.0% | +2,023.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling