+178.5%
NTRA vs VSXY
+33.4%
+145.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.8% |
| 7D | -0.5% | -0.3% | -0.1% | -0.5% |
| 30D | +4.3% | -22.1% | +26.3% | +8.2% |
| 3M | +50.6% | -1.1% | +51.8% | +50.1% |
| 6M | +63.9% | +53.8% | +10.1% | +47.4% |
| YTD | +42.4% | +35.5% | +6.9% | +30.3% |
| 1Y | +92.1% | +186.0% | -93.9% | +50.8% |
| 3Y | +501.7% | +343.2% | +158.6% | +290.1% |
| 5Y | +171.4% | +19.0% | +152.4% | +120.3% |
| All | +178.5% | +33.4% | +145.1% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling