+2,684.0%
NTRA vs VT
+222.7%
+2,461.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.9% |
| 7D | -11.2% | +2.9% | -14.1% | -15.0% |
| 30D | -18.4% | -2.5% | -15.9% | -15.0% |
| 3M | +2.2% | -3.3% | +5.5% | +7.7% |
| 6M | +58.1% | +1.5% | +56.6% | +54.6% |
| YTD | +41.0% | +11.4% | +29.6% | +19.6% |
| 1Y | +54.1% | +11.9% | +42.2% | +29.7% |
| 3Y | +590.9% | +73.9% | +517.1% | +198.6% |
| 5Y | +180.7% | +57.9% | +122.8% | +45.1% |
| All | +2,684.0% | +222.7% | +2,461.3% | +486.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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