+1,232.7%
VST vs NTRA
+2,792.4%
-1,559.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +5.3% | +1.6% | +3.7% | +5.0% |
| 30D | +5.8% | +3.8% | +2.0% | +5.1% |
| 3M | +3.5% | +48.2% | -44.8% | -3.8% |
| 6M | -7.4% | +61.0% | -68.4% | -15.5% |
| YTD | -6.1% | +44.2% | -50.3% | -12.8% |
| 1Y | -21.6% | +87.3% | -108.9% | -30.5% |
| 3Y | +357.2% | +509.4% | -152.2% | +246.3% |
| 5Y | +777.0% | +175.1% | +601.9% | +591.9% |
| All | +1,232.7% | +2,792.4% | -1,559.7% | +644.5% |
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