+173.5%
NTRA vs VIVK
-100.0%
+273.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.2% | +1.0% |
| 7D | +0.2% | -4.4% | +4.6% | +0.3% |
| 30D | +4.1% | -40.8% | +44.9% | +5.1% |
| 3M | +50.0% | -94.1% | +144.2% | +57.0% |
| 6M | +67.3% | -98.2% | +165.5% | +77.4% |
| YTD | +43.6% | -98.0% | +141.6% | +49.8% |
| 1Y | +89.2% | -100.0% | +189.2% | +112.3% |
| 3Y | +502.5% | -100.0% | +602.5% | +557.6% |
| All | +173.5% | -100.0% | +273.5% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling