+436.3%
VUG vs NTRA
+1,735.1%
-1,298.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | -1.7% | +3.8% | -5.4% | -2.2% |
| 3M | +2.8% | +48.2% | -45.4% | -3.4% |
| 6M | +13.6% | +61.0% | -47.3% | +4.9% |
| YTD | +8.1% | +44.2% | -36.1% | +1.2% |
| 1Y | +13.1% | +87.3% | -74.2% | +1.7% |
| 3Y | +87.0% | +509.4% | -422.5% | +40.2% |
| 5Y | +76.0% | +175.1% | -99.2% | +37.8% |
| 10Y | +420.5% | +3,203.1% | -2,782.6% | +205.5% |
| All | +436.3% | +1,735.1% | -1,298.7% | +219.0% |
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 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