+1,723.2%
NTRA vs VT
+228.0%
+1,495.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.4% | +0.1% | 0.0% |
| 30D | +19.5% | +1.0% | +18.5% | +18.2% |
| 3M | +47.8% | +2.4% | +45.4% | +42.9% |
| 6M | +61.6% | +12.0% | +49.6% | +37.8% |
| YTD | +43.3% | +15.3% | +27.9% | +16.9% |
| 1Y | +97.0% | +22.6% | +74.5% | +47.4% |
| 3Y | +424.9% | +74.7% | +350.2% | +140.3% |
| 5Y | +165.2% | +66.1% | +99.0% | +34.6% |
| 10Y | +3,114.3% | +225.0% | +2,889.3% | +715.4% |
| All | +1,723.2% | +228.0% | +1,495.2% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling