+219.8%
VT vs NTRA
+3,390.1%
-3,170.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.2% |
| 7D | +0.4% | -15.4% | +15.8% | +2.2% |
| 30D | -2.6% | -20.0% | +17.4% | -0.2% |
| 3M | -3.2% | -0.5% | -2.7% | -3.5% |
| 6M | +0.9% | +64.9% | -64.0% | -5.8% |
| YTD | +11.3% | +39.9% | -28.5% | +5.4% |
| 1Y | +14.0% | +60.5% | -46.5% | +6.1% |
| 3Y | +75.8% | +605.9% | -530.0% | +35.2% |
| 5Y | +57.8% | +183.0% | -125.2% | +27.9% |
| 10Y | +219.8% | +3,254.9% | -3,035.1% | +98.7% |
| All | +219.8% | +3,390.1% | -3,170.3% | +98.7% |
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