-100.0%
NTRP vs VT
+376.0%
-476.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.0% |
| 30D | -44.9% | -3.1% | -41.9% | -43.8% |
| 3M | -25.0% | -3.5% | -21.5% | -23.2% |
| 6M | -55.2% | +0.5% | -55.7% | -55.2% |
| YTD | -64.7% | +10.8% | -75.5% | -66.6% |
| 1Y | -74.6% | +11.9% | -86.5% | -76.1% |
| 3Y | -74.3% | +73.0% | -147.3% | -80.9% |
| 5Y | -97.9% | +58.6% | -156.6% | -98.4% |
| 10Y | -99.9% | +219.2% | -319.0% | -99.9% |
| All | -100.0% | +376.0% | -476.0% | -100.0% |
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