+1,727.4%
NTRA vs VIVK
-100.0%
+1,827.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.2% | +0.9% |
| 7D | +0.2% | -4.4% | +4.6% | +0.3% |
| 30D | +4.1% | -40.8% | +44.9% | +4.5% |
| 3M | +50.0% | -94.1% | +144.2% | +52.7% |
| 6M | +67.3% | -98.2% | +165.5% | +71.1% |
| YTD | +43.6% | -98.0% | +141.6% | +46.0% |
| 1Y | +89.2% | -100.0% | +189.2% | +96.7% |
| 3Y | +502.5% | -100.0% | +602.5% | +523.2% |
| 5Y | +173.8% | -100.0% | +273.8% | +183.3% |
| 10Y | +3,189.3% | -100.0% | +3,289.3% | +3,592.4% |
| All | +1,727.4% | -100.0% | +1,827.4% | +2,085.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling