+811.2%
VLO vs NTRA
+1,700.8%
-889.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.4% |
| 7D | +5.8% | +1.1% | +4.7% | +5.6% |
| 30D | +28.3% | +0.6% | +27.7% | +28.2% |
| 3M | +48.7% | +51.8% | -3.1% | +41.9% |
| 6M | +71.9% | +63.6% | +8.3% | +61.6% |
| YTD | +138.7% | +41.5% | +97.2% | +127.4% |
| 1Y | +148.5% | +93.6% | +54.8% | +128.3% |
| 3Y | +192.7% | +498.0% | -305.4% | +131.3% |
| 5Y | +601.6% | +172.5% | +429.2% | +477.3% |
| 10Y | +900.2% | +2,960.8% | -2,060.6% | +485.0% |
| All | +811.2% | +1,700.8% | -889.6% | +446.0% |
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 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