+180.9%
NTRA vs VSXY
+37.5%
+143.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +4.1% | -18.7% | +22.8% | +7.3% |
| 3M | +50.0% | -4.0% | +54.0% | +50.2% |
| 6M | +67.3% | +67.5% | -0.2% | +48.2% |
| YTD | +43.6% | +39.7% | +3.9% | +30.7% |
| 1Y | +89.2% | +180.0% | -90.7% | +49.3% |
| 3Y | +502.5% | +337.3% | +165.3% | +293.0% |
| 5Y | +173.8% | +22.7% | +151.1% | +121.1% |
| All | +180.9% | +37.5% | +143.4% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling