-99.8%
NTRP vs VT
+221.8%
-321.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.3% | -10.6% | -10.6% |
| 7D | -13.6% | +2.4% | -16.0% | -15.4% |
| 30D | -43.7% | -1.5% | -42.2% | -42.8% |
| 3M | -37.5% | -4.1% | -33.4% | -35.0% |
| 6M | -61.6% | +0.6% | -62.2% | -61.7% |
| YTD | -70.2% | +11.0% | -81.2% | -72.8% |
| 1Y | -76.9% | +13.3% | -90.2% | -79.2% |
| 3Y | -77.9% | +73.4% | -151.3% | -86.4% |
| 5Y | -98.2% | +57.4% | -155.7% | -98.8% |
| All | -99.8% | +221.8% | -321.6% | -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