+173.5%
NTRA vs RVMD
+576.1%
-402.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +0.2% | -3.0% | +3.2% | +1.2% |
| 30D | +4.1% | -0.7% | +4.8% | +4.3% |
| 3M | +50.0% | +36.5% | +13.5% | +36.0% |
| 6M | +67.3% | +104.6% | -37.3% | +29.9% |
| YTD | +43.6% | +155.8% | -112.3% | +0.4% |
| 1Y | +89.2% | +340.7% | -251.4% | +8.4% |
| 3Y | +502.5% | +519.9% | -17.4% | +178.1% |
| All | +173.5% | +576.1% | -402.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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