+1,735.1%
NTRA vs VIG
+271.9%
+1,463.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.6% |
| 7D | +1.6% | -1.2% | +2.7% | +3.1% |
| 30D | +3.8% | -2.8% | +6.6% | +7.7% |
| 3M | +48.2% | +2.5% | +45.8% | +43.5% |
| 6M | +61.0% | +8.1% | +52.9% | +45.9% |
| YTD | +44.2% | +9.6% | +34.6% | +28.2% |
| 1Y | +87.3% | +14.2% | +73.1% | +57.6% |
| 3Y | +509.4% | +56.1% | +453.3% | +243.6% |
| 5Y | +175.1% | +62.8% | +112.3% | +49.7% |
| 10Y | +3,203.1% | +248.2% | +2,954.9% | +749.1% |
| All | +1,735.1% | +271.9% | +1,463.1% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling