+2,914.3%
NTRA vs VT
+217.6%
+2,696.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | -19.7% | -0.1% | -19.6% | -19.5% |
| 30D | -22.1% | -3.1% | -19.1% | -18.3% |
| 3M | -2.0% | -3.5% | +1.5% | +3.6% |
| 6M | +60.6% | +0.5% | +60.2% | +59.5% |
| YTD | +36.2% | +10.8% | +25.4% | +16.5% |
| 1Y | +51.0% | +11.9% | +39.1% | +27.0% |
| 3Y | +567.5% | +73.0% | +494.5% | +191.1% |
| 5Y | +191.6% | +58.6% | +133.0% | +49.9% |
| 10Y | +2,914.3% | +219.2% | +2,695.1% | +612.1% |
| All | +2,914.3% | +217.6% | +2,696.7% | +612.1% |
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