+1,162.4%
VST vs NTRA
+3,019.8%
-1,857.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.6% |
| 7D | -6.0% | -19.7% | +13.7% | -3.0% |
| 30D | -18.8% | -22.1% | +3.4% | -15.7% |
| 3M | -8.0% | -2.0% | -6.0% | -8.4% |
| 6M | -10.9% | +60.6% | -71.5% | -19.0% |
| YTD | -18.3% | +36.2% | -54.5% | -24.0% |
| 1Y | -29.9% | +51.0% | -80.9% | -35.9% |
| 3Y | +290.3% | +567.5% | -277.2% | +192.6% |
| 5Y | +635.3% | +191.6% | +443.7% | +474.8% |
| 10Y | +1,162.4% | +2,914.3% | -1,751.9% | +592.3% |
| All | +1,162.4% | +3,019.8% | -1,857.4% | +592.3% |
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