-44.6%
VG vs NTRA
+85.7%
-130.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +14.0% | +2.7% | +11.3% | +13.8% |
| 30D | -1.0% | -19.2% | +18.2% | +0.3% |
| 3M | -2.7% | +2.7% | -5.4% | -2.2% |
| 6M | +1.5% | +63.4% | -61.9% | -2.0% |
| YTD | +93.7% | +39.3% | +54.4% | +91.6% |
| 1Y | +68.5% | +59.0% | +9.5% | +54.7% |
| All | -44.6% | +85.7% | -130.3% | -55.0% |
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