+588.7%
VLO vs NTRA
+172.0%
+416.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +18.2% | +4.1% | +14.1% | +17.9% |
| 3M | +53.3% | +50.0% | +3.3% | +49.3% |
| 6M | +70.4% | +67.3% | +3.1% | +64.0% |
| YTD | +143.4% | +43.6% | +99.8% | +136.6% |
| 1Y | +153.0% | +89.2% | +63.7% | +140.1% |
| 3Y | +195.0% | +502.5% | -307.6% | +149.1% |
| All | +588.7% | +172.0% | +416.7% | +504.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling