+222.3%
VT vs NTRA
+2,932.2%
-2,709.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +1.0% | +1.1% | 0.0% | +0.9% |
| 30D | -0.2% | +0.6% | -0.9% | -0.3% |
| 3M | +4.5% | +51.8% | -47.3% | -1.0% |
| 6M | +14.1% | +63.6% | -49.5% | +6.5% |
| YTD | +14.8% | +41.5% | -26.7% | +8.9% |
| 1Y | +21.2% | +93.6% | -72.5% | +10.5% |
| 3Y | +76.6% | +498.0% | -421.5% | +38.4% |
| 5Y | +66.6% | +172.5% | -105.9% | +35.8% |
| 10Y | +222.3% | +2,960.8% | -2,738.5% | +96.8% |
| All | +222.3% | +2,932.2% | -2,709.9% | +96.8% |
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