+3,059.8%
NTRA vs VCLT
+17.1%
+3,042.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +0.2% | -1.4% | +1.6% | +1.3% |
| 30D | +4.1% | -1.2% | +5.3% | +5.1% |
| 3M | +50.0% | -4.8% | +54.8% | +55.8% |
| 6M | +67.3% | -2.6% | +69.9% | +71.4% |
| YTD | +43.6% | -3.3% | +46.9% | +48.0% |
| 1Y | +89.2% | -4.8% | +94.1% | +97.1% |
| 3Y | +502.5% | +11.5% | +491.0% | +457.9% |
| 5Y | +173.8% | -17.0% | +190.7% | +205.0% |
| All | +3,059.8% | +17.1% | +3,042.7% | +3,836.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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