+502.5%
NTRA vs VMC
+18.8%
+483.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +0.2% | -3.8% | +4.0% | +1.7% |
| 30D | +4.1% | -9.7% | +13.8% | +8.3% |
| 3M | +50.0% | -9.6% | +59.7% | +55.2% |
| 6M | +67.3% | -4.8% | +72.1% | +69.4% |
| YTD | +43.6% | -10.9% | +54.5% | +46.7% |
| 1Y | +89.2% | -15.6% | +104.8% | +98.2% |
| 3Y | +502.5% | +19.3% | +483.2% | +402.6% |
| All | +502.5% | +18.8% | +483.8% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling