-92.7%
NTLA vs VT
+57.0%
-149.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.3% | -7.8% | -7.4% |
| 7D | -14.5% | +2.4% | -16.9% | -18.5% |
| 30D | -15.1% | -1.5% | -13.6% | -11.3% |
| 3M | -18.0% | -4.1% | -13.9% | -8.8% |
| 6M | -32.1% | +0.6% | -32.6% | -31.6% |
| YTD | +7.9% | +11.0% | -3.1% | -11.5% |
| 1Y | +11.9% | +13.3% | -1.5% | -11.9% |
| 3Y | -59.3% | +73.4% | -132.7% | -87.0% |
| All | -92.7% | +57.0% | -149.8% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling