-100.0%
NTRP vs VT
+395.6%
-495.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -10.2% | +0.4% | -10.6% | -10.4% |
| 30D | -17.1% | +1.0% | -18.0% | -17.5% |
| 3M | -41.7% | +2.4% | -44.1% | -42.5% |
| 6M | -53.8% | +12.0% | -65.8% | -56.7% |
| YTD | -56.3% | +15.3% | -71.7% | -59.8% |
| 1Y | -64.4% | +22.6% | -87.0% | -68.1% |
| 3Y | -68.5% | +74.7% | -143.2% | -76.9% |
| 5Y | -98.1% | +66.1% | -164.2% | -98.5% |
| 10Y | -99.9% | +225.0% | -324.9% | -99.9% |
| All | -100.0% | +395.6% | -495.5% | -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