+230.6%
VT vs NTRA
+1,723.2%
-1,492.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.4% | +0.6% | -0.1% | +0.4% |
| 30D | +1.0% | +19.5% | -18.5% | -1.3% |
| 3M | +2.4% | +47.8% | -45.4% | -2.4% |
| 6M | +12.0% | +61.6% | -49.6% | +5.3% |
| YTD | +15.3% | +43.3% | -27.9% | +9.7% |
| 1Y | +22.6% | +97.0% | -74.5% | +12.4% |
| 3Y | +74.7% | +424.9% | -350.2% | +41.7% |
| 5Y | +66.1% | +165.2% | -99.0% | +37.8% |
| 10Y | +225.0% | +3,114.3% | -2,889.3% | +108.6% |
| All | +230.6% | +1,723.2% | -1,492.6% | +113.8% |
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 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