+2,486.9%
VRT vs NTRA
+1,267.7%
+1,219.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.4% |
| 7D | -8.4% | +0.2% | -8.6% | -8.5% |
| 30D | -10.9% | +4.1% | -15.0% | -11.9% |
| 3M | -13.7% | +50.0% | -63.7% | -24.1% |
| 6M | -4.1% | +67.3% | -71.4% | -19.1% |
| YTD | +58.7% | +43.6% | +15.2% | +39.5% |
| 1Y | +89.6% | +89.2% | +0.4% | +54.2% |
| 3Y | +558.1% | +502.5% | +55.6% | +296.8% |
| 5Y | +953.0% | +173.8% | +779.2% | +594.3% |
| All | +2,486.9% | +1,267.7% | +1,219.2% | +1,050.1% |
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