+219.2%
VT vs NTRA
+3,019.8%
-2,800.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -0.1% | -19.7% | +19.6% | +2.4% |
| 30D | -3.1% | -22.1% | +19.1% | -0.3% |
| 3M | -3.5% | -2.0% | -1.5% | -3.6% |
| 6M | +0.5% | +60.6% | -60.2% | -6.0% |
| YTD | +10.8% | +36.2% | -25.4% | +5.2% |
| 1Y | +11.9% | +51.0% | -39.1% | +4.9% |
| 3Y | +73.0% | +567.5% | -494.5% | +33.8% |
| 5Y | +58.6% | +191.6% | -133.0% | +28.0% |
| 10Y | +219.2% | +2,914.3% | -2,695.1% | +97.5% |
| All | +219.2% | +3,019.8% | -2,800.6% | +97.5% |
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