-42.4%
NTLA vs VT
+252.1%
-294.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | +0.4% | -1.5% | -1.9% |
| 30D | +16.1% | +1.0% | +15.2% | +14.3% |
| 3M | -13.6% | +2.4% | -16.0% | -16.6% |
| 6M | -7.8% | +12.0% | -19.8% | -25.0% |
| YTD | +41.7% | +15.3% | +26.4% | +9.9% |
| 1Y | +9.6% | +22.6% | -12.9% | -24.2% |
| 3Y | -66.2% | +74.7% | -140.9% | -87.5% |
| 5Y | -92.8% | +66.1% | -158.9% | -96.8% |
| 10Y | -35.7% | +225.0% | -260.7% | -87.2% |
| All | -42.4% | +252.1% | -294.5% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling