+171.4%
NTRA vs VFC
-79.4%
+250.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -0.5% | -3.3% | +2.8% | +0.3% |
| 30D | +4.3% | -14.0% | +18.3% | +7.9% |
| 3M | +50.6% | -22.6% | +73.2% | +58.2% |
| 6M | +63.9% | -24.7% | +88.6% | +72.8% |
| YTD | +42.4% | -29.0% | +71.3% | +51.6% |
| 1Y | +92.1% | -13.8% | +105.9% | +93.2% |
| 3Y | +501.7% | -28.2% | +530.0% | +473.7% |
| 5Y | +171.4% | -79.0% | +250.4% | +347.9% |
| All | +171.4% | -79.4% | +250.9% | +347.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling