+319.1%
VRTX vs NTRA
+1,700.8%
-1,381.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -3.0% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | +6.6% | +0.6% | +6.0% | +6.5% |
| 3M | +19.4% | +51.8% | -32.4% | +13.0% |
| 6M | +15.8% | +63.6% | -47.8% | +8.1% |
| YTD | +16.7% | +41.5% | -24.8% | +10.7% |
| 1Y | +33.8% | +93.6% | -59.8% | +21.9% |
| 3Y | +54.2% | +498.0% | -443.9% | +18.6% |
| 5Y | +176.4% | +172.5% | +3.9% | +123.3% |
| 10Y | +443.5% | +2,960.8% | -2,517.3% | +179.1% |
| All | +319.1% | +1,700.8% | -1,381.6% | +118.7% |
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