+3,059.8%
NTRA vs FWONK
+340.2%
+2,719.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +4.1% | -7.7% | +11.8% | +8.9% |
| 3M | +50.0% | +5.7% | +44.3% | +45.0% |
| 6M | +67.3% | +13.5% | +53.8% | +54.9% |
| YTD | +43.6% | -3.0% | +46.5% | +44.3% |
| 1Y | +89.2% | -6.4% | +95.7% | +93.1% |
| 3Y | +502.5% | +43.8% | +458.7% | +360.5% |
| 5Y | +173.8% | +98.6% | +75.2% | +72.2% |
| All | +3,059.8% | +340.2% | +2,719.6% | +1,381.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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