+3,059.8%
NTRA vs VFC
-69.1%
+3,128.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.3% |
| 7D | +0.2% | -1.4% | +1.6% | +0.6% |
| 30D | +4.1% | -9.0% | +13.1% | +6.6% |
| 3M | +50.0% | -24.2% | +74.2% | +59.7% |
| 6M | +67.3% | -18.5% | +85.8% | +73.9% |
| YTD | +43.6% | -25.9% | +69.5% | +52.4% |
| 1Y | +89.2% | -13.0% | +102.2% | +89.9% |
| 3Y | +502.5% | -20.3% | +522.9% | +446.3% |
| 5Y | +173.8% | -78.1% | +251.8% | +289.0% |
| All | +3,059.8% | -69.1% | +3,128.8% | +3,617.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling