+2,826.7%
VRT vs NTRA
+1,247.8%
+1,578.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.0% |
| 7D | +13.6% | +1.1% | +12.6% | +13.3% |
| 30D | +6.8% | +0.6% | +6.1% | +6.5% |
| 3M | -3.2% | +51.8% | -55.1% | -15.2% |
| 6M | +20.3% | +63.6% | -43.3% | +2.2% |
| YTD | +79.6% | +41.5% | +38.1% | +58.6% |
| 1Y | +139.0% | +93.6% | +45.4% | +92.9% |
| 3Y | +644.6% | +498.0% | +146.6% | +350.2% |
| 5Y | +1,024.4% | +172.5% | +851.9% | +643.1% |
| All | +2,826.7% | +1,247.8% | +1,578.9% | +1,206.9% |
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