+173.5%
NTRA vs VIG
+63.0%
+110.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | -0.2% |
| 7D | +0.2% | -1.1% | +1.3% | +1.8% |
| 30D | +4.1% | -2.7% | +6.9% | +8.3% |
| 3M | +50.0% | +2.5% | +47.5% | +44.6% |
| 6M | +67.3% | +9.2% | +58.1% | +47.8% |
| YTD | +43.6% | +9.8% | +33.7% | +25.6% |
| 1Y | +89.2% | +12.4% | +76.9% | +60.0% |
| 3Y | +502.5% | +55.9% | +446.7% | +215.7% |
| All | +173.5% | +63.0% | +110.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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