+543.1%
VEEV vs NTRA
+3,199.2%
-2,656.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +8.6% | +4.1% | +4.5% | +7.6% |
| 3M | +62.4% | +50.0% | +12.4% | +47.2% |
| 6M | +40.3% | +67.3% | -27.0% | +23.2% |
| YTD | +17.5% | +43.6% | -26.0% | +6.5% |
| 1Y | -6.1% | +89.2% | -95.4% | -20.3% |
| 3Y | +16.7% | +502.5% | -485.9% | -27.5% |
| 5Y | -13.3% | +173.8% | -187.1% | -40.9% |
| All | +543.1% | +3,199.2% | -2,656.1% | +149.6% |
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