+99.0%
NTRA vs VFC
+52.5%
+46.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.1% |
| 7D | -7.9% | +21.5% | -29.3% | -10.9% |
| 30D | -8.1% | +46.7% | -54.8% | -14.2% |
| 3M | +42.1% | +38.4% | +3.7% | +33.9% |
| 6M | +84.8% | +15.2% | +69.6% | +78.0% |
| YTD | +70.7% | +17.8% | +52.9% | +63.7% |
| 1Y | +99.0% | +55.6% | +43.5% | +88.7% |
| All | +99.0% | +52.5% | +46.6% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling