+1,735.1%
NTRA vs VMC
+223.8%
+1,511.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.5% |
| 7D | +1.6% | -5.3% | +6.9% | +4.3% |
| 30D | +3.8% | -12.3% | +16.0% | +10.6% |
| 3M | +48.2% | -10.3% | +58.5% | +55.3% |
| 6M | +61.0% | -8.6% | +69.5% | +66.9% |
| YTD | +44.2% | -11.9% | +56.1% | +50.4% |
| 1Y | +87.3% | -13.9% | +101.2% | +97.3% |
| 3Y | +509.4% | +18.2% | +491.3% | +434.5% |
| 5Y | +175.1% | +47.7% | +127.4% | +113.1% |
| 10Y | +3,203.1% | +152.5% | +3,050.6% | +1,662.5% |
| All | +1,735.1% | +223.8% | +1,511.2% | +728.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling