+30.6%
VCIT vs NTRA
+3,019.8%
-2,989.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.6% |
| 7D | +0.1% | -19.7% | +19.8% | +0.4% |
| 30D | +1.1% | -22.1% | +23.3% | +1.5% |
| 3M | -1.4% | -2.0% | +0.6% | -1.4% |
| 6M | -2.3% | +60.6% | -62.9% | -3.2% |
| YTD | -1.8% | +36.2% | -38.0% | -2.5% |
| 1Y | -1.0% | +51.0% | -52.0% | -1.8% |
| 3Y | +19.3% | +567.5% | -548.2% | +15.4% |
| 5Y | +3.8% | +191.6% | -187.8% | +0.5% |
| 10Y | +30.6% | +2,914.3% | -2,883.7% | +25.7% |
| All | +30.6% | +3,019.8% | -2,989.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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