+99.0%
NTRA vs VIVK
-100.0%
+199.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -27.5% | +28.1% | +1.1% |
| 7D | -7.9% | -68.7% | +60.8% | -6.3% |
| 30D | -8.1% | -90.0% | +81.9% | -5.4% |
| 3M | +42.1% | -98.1% | +140.1% | +48.9% |
| 6M | +84.8% | -99.9% | +184.7% | +102.4% |
| YTD | +70.7% | -99.9% | +170.6% | +84.9% |
| 1Y | +99.0% | -100.0% | +199.0% | +134.5% |
| All | +99.0% | -100.0% | +199.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling