+96.3%
VTR vs NTRA
+3,199.2%
-3,102.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +1.1% | +4.1% | -3.0% | +0.6% |
| 3M | +7.9% | +50.0% | -42.1% | +2.2% |
| 6M | +6.2% | +67.3% | -61.1% | -1.4% |
| YTD | +17.7% | +43.6% | -25.9% | +11.2% |
| 1Y | +32.9% | +89.2% | -56.4% | +20.9% |
| 3Y | +129.7% | +502.5% | -372.9% | +73.6% |
| 5Y | +89.3% | +173.8% | -84.5% | +51.6% |
| All | +96.3% | +3,199.2% | -3,102.9% | +5.5% |
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