+1,727.4%
NTRA vs VYM
+236.1%
+1,491.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +1.1% |
| 30D | +4.1% | -2.2% | +6.4% | +6.8% |
| 3M | +50.0% | +3.1% | +47.0% | +45.0% |
| 6M | +67.3% | +9.7% | +57.6% | +51.2% |
| YTD | +43.6% | +14.9% | +28.7% | +22.9% |
| 1Y | +89.2% | +17.6% | +71.7% | +57.8% |
| 3Y | +502.5% | +65.3% | +437.2% | +245.9% |
| 5Y | +173.8% | +78.7% | +95.0% | +47.1% |
| 10Y | +3,189.3% | +208.2% | +2,981.1% | +971.2% |
| All | +1,727.4% | +236.1% | +1,491.2% | +485.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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