-50.0%
VTRS vs NTRA
+3,199.2%
-3,249.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +3.3% | +4.1% | -0.8% | +2.9% |
| 3M | +2.0% | +50.0% | -48.1% | -2.7% |
| 6M | +19.9% | +67.3% | -47.4% | +12.8% |
| YTD | +35.7% | +43.6% | -7.8% | +29.4% |
| 1Y | +68.1% | +89.2% | -21.2% | +55.4% |
| 3Y | +87.1% | +502.5% | -415.5% | +51.0% |
| 5Y | +47.6% | +173.8% | -126.1% | +23.9% |
| All | -50.0% | +3,199.2% | -3,249.2% | -71.0% |
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