+404.6%
VIAV vs NTRA
+3,199.2%
-2,794.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.5% |
| 7D | +11.2% | +0.2% | +10.9% | +11.1% |
| 30D | -10.1% | +4.1% | -14.2% | -10.7% |
| 3M | -22.9% | +50.0% | -72.9% | -28.2% |
| 6M | +28.8% | +67.3% | -38.5% | +17.1% |
| YTD | +117.5% | +43.6% | +73.9% | +102.2% |
| 1Y | +216.1% | +89.2% | +126.8% | +180.7% |
| 3Y | +292.2% | +502.5% | -210.3% | +182.8% |
| 5Y | +141.0% | +173.8% | -32.8% | +83.8% |
| All | +404.6% | +3,199.2% | -2,794.6% | +153.5% |
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