+2,620.8%
NTRA vs FTV
+87.0%
+2,533.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | +1.6% | -1.3% | +2.9% | +2.4% |
| 30D | +3.8% | -9.5% | +13.3% | +10.7% |
| 3M | +48.2% | -10.9% | +59.1% | +58.5% |
| 6M | +61.0% | -0.6% | +61.6% | +59.3% |
| YTD | +44.2% | +1.4% | +42.8% | +37.5% |
| 1Y | +87.3% | +17.6% | +69.6% | +59.6% |
| 3Y | +509.4% | -3.3% | +512.7% | +483.5% |
| 5Y | +175.1% | -0.1% | +175.3% | +154.3% |
| 10Y | +3,203.1% | +82.5% | +3,120.6% | +1,893.3% |
| All | +2,620.8% | +87.0% | +2,533.8% | +1,563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling