+219.0%
VT vs NTRA
+1,679.9%
-1,460.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.3% |
| 7D | +0.4% | -15.4% | +15.8% | +2.1% |
| 30D | -2.6% | -20.0% | +17.4% | -0.4% |
| 3M | -3.2% | -0.5% | -2.7% | -3.5% |
| 6M | +0.9% | +64.9% | -64.0% | -5.3% |
| YTD | +11.3% | +39.9% | -28.5% | +5.8% |
| 1Y | +14.0% | +60.5% | -46.5% | +6.7% |
| 3Y | +75.8% | +605.9% | -530.0% | +38.2% |
| 5Y | +57.8% | +183.0% | -125.2% | +29.8% |
| 10Y | +219.8% | +3,254.9% | -3,035.1% | +104.6% |
| All | +219.0% | +1,679.9% | -1,460.9% | +106.2% |
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