-99.9%
NTRP vs VT
+224.7%
-324.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.1% |
| 7D | +6.4% | +1.0% | +5.4% | +5.5% |
| 30D | -10.8% | -0.2% | -10.5% | -10.6% |
| 3M | -36.3% | +4.5% | -40.9% | -38.7% |
| 6M | -49.1% | +14.1% | -63.2% | -54.9% |
| YTD | -53.9% | +14.8% | -68.6% | -59.2% |
| 1Y | -62.5% | +21.2% | -83.7% | -68.2% |
| 3Y | -66.9% | +76.6% | -143.4% | -80.1% |
| 5Y | -97.9% | +66.6% | -164.5% | -98.7% |
| All | -99.9% | +224.7% | -324.6% | -99.9% |
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 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