+359.1%
VST vs NTRA
+484.0%
-125.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.1% |
| 7D | +9.9% | +1.1% | +8.8% | +9.4% |
| 30D | +7.9% | +0.6% | +7.3% | +7.6% |
| 3M | +3.4% | +51.8% | -48.4% | -14.5% |
| 6M | -4.1% | +63.6% | -67.7% | -24.5% |
| YTD | -5.7% | +41.5% | -47.2% | -21.1% |
| 1Y | -18.9% | +93.6% | -112.5% | -42.0% |
| 3Y | +359.1% | +498.0% | -139.0% | +145.3% |
| All | +359.1% | +484.0% | -125.0% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling