-48.6%
NTLA vs VT
+231.2%
-279.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +1.8% |
| 7D | -9.0% | -2.3% | -6.7% | -4.4% |
| 30D | -3.1% | -5.0% | +1.9% | +7.7% |
| 3M | +1.0% | -4.9% | +5.9% | +12.5% |
| 6M | -18.1% | -1.5% | -16.5% | -14.1% |
| YTD | +26.3% | +8.5% | +17.8% | +11.2% |
| 1Y | -7.9% | +11.4% | -19.2% | -22.5% |
| 3Y | -59.0% | +70.1% | -129.0% | -83.9% |
| 5Y | -91.6% | +53.7% | -145.4% | -95.6% |
| 10Y | -18.5% | +220.0% | -238.5% | -82.1% |
| All | -48.6% | +231.2% | -279.8% | -88.9% |
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