+149.3%
VEA vs NTRA
+1,711.9%
-1,562.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -1.1% | +4.3% | -5.4% | -1.5% |
| 3M | +5.1% | +50.6% | -45.6% | +0.7% |
| 6M | +9.8% | +63.9% | -54.2% | +4.0% |
| YTD | +15.9% | +42.4% | -26.4% | +11.1% |
| 1Y | +24.6% | +92.1% | -67.5% | +15.9% |
| 3Y | +75.5% | +501.7% | -426.2% | +44.6% |
| 5Y | +59.4% | +171.4% | -112.1% | +35.3% |
| 10Y | +160.3% | +3,161.4% | -3,001.1% | +76.5% |
| All | +149.3% | +1,711.9% | -1,562.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling