+1,216.9%
VST vs NTRA
+2,773.7%
-1,556.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | +0.6% | +8.3% | +8.8% |
| 30D | +6.2% | +19.5% | -13.3% | +2.6% |
| 3M | -2.7% | +47.8% | -50.5% | -9.5% |
| 6M | -8.4% | +61.6% | -70.0% | -16.4% |
| YTD | -7.2% | +43.3% | -50.5% | -13.7% |
| 1Y | -20.9% | +97.0% | -117.9% | -30.4% |
| 3Y | +384.0% | +424.9% | -40.9% | +273.2% |
| 5Y | +757.1% | +165.2% | +591.9% | +579.3% |
| All | +1,216.9% | +2,773.7% | -1,556.9% | +636.5% |
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