+3,203.1%
NTRA vs VT
+222.7%
+2,980.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.9% |
| 7D | +1.6% | -0.1% | +1.7% | +1.8% |
| 30D | +3.8% | -0.7% | +4.4% | +4.8% |
| 3M | +48.2% | +4.0% | +44.2% | +39.6% |
| 6M | +61.0% | +12.3% | +48.7% | +35.0% |
| YTD | +44.2% | +14.0% | +30.2% | +17.9% |
| 1Y | +87.3% | +20.3% | +67.0% | +41.1% |
| 3Y | +509.4% | +75.4% | +434.0% | +159.9% |
| 5Y | +175.1% | +66.0% | +109.2% | +32.4% |
| 10Y | +3,203.1% | +228.2% | +2,974.9% | +534.2% |
| All | +3,203.1% | +222.7% | +2,980.4% | +534.2% |
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