+1,735.1%
NTRA vs VFC
-73.2%
+1,808.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | +3.8% | -13.4% | +17.1% | +7.5% |
| 3M | +48.2% | -23.7% | +71.9% | +57.2% |
| 6M | +61.0% | -24.5% | +85.4% | +70.5% |
| YTD | +44.2% | -27.8% | +72.0% | +53.9% |
| 1Y | +87.3% | -13.5% | +100.7% | +88.3% |
| 3Y | +509.4% | -27.1% | +536.5% | +471.7% |
| 5Y | +175.1% | -79.0% | +254.1% | +284.0% |
| 10Y | +3,203.1% | -68.7% | +3,271.8% | +3,903.1% |
| All | +1,735.1% | -73.2% | +1,808.3% | +2,160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling