+1,079.0%
VST vs NTRA
+2,700.5%
-1,621.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.3% |
| 7D | +10.9% | -18.2% | +29.2% | +14.2% |
| 30D | -15.6% | -19.6% | +4.0% | -12.9% |
| 3M | -7.8% | +2.3% | -10.0% | -8.8% |
| 6M | -12.0% | +60.6% | -72.6% | -20.0% |
| YTD | -16.9% | +39.6% | -56.5% | -23.0% |
| 1Y | -25.1% | +54.7% | -79.8% | -31.8% |
| 3Y | +297.1% | +584.3% | -287.2% | +195.8% |
| 5Y | +641.9% | +182.5% | +459.4% | +480.9% |
| 10Y | +1,142.3% | +2,768.3% | -1,626.0% | +576.6% |
| All | +1,079.0% | +2,700.5% | -1,621.5% | +557.5% |
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 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