+102.8%
VTR vs NTRA
+1,711.9%
-1,609.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.3% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +4.0% | +4.3% | -0.3% | +3.5% |
| 3M | +7.8% | +50.6% | -42.8% | +2.9% |
| 6M | +6.4% | +63.9% | -57.6% | +0.1% |
| YTD | +18.3% | +42.4% | -24.0% | +12.8% |
| 1Y | +33.9% | +92.1% | -58.1% | +23.4% |
| 3Y | +134.3% | +501.7% | -367.4% | +85.1% |
| 5Y | +90.3% | +171.4% | -81.2% | +57.1% |
| 10Y | +100.1% | +3,161.4% | -3,061.3% | +27.1% |
| All | +102.8% | +1,711.9% | -1,609.1% | +24.2% |
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