+62.8%
VZ vs NTRA
+3,171.2%
-3,108.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.5% |
| 7D | -1.2% | -0.5% | -0.8% | -1.2% |
| 30D | +5.7% | +4.3% | +1.4% | +5.6% |
| 3M | +8.2% | +50.6% | -42.4% | +7.5% |
| 6M | +1.7% | +63.9% | -62.2% | +0.8% |
| YTD | +28.9% | +42.4% | -13.5% | +27.9% |
| 1Y | +22.7% | +92.1% | -69.3% | +21.1% |
| 3Y | +82.7% | +501.7% | -419.0% | +74.1% |
| 5Y | +26.4% | +171.4% | -145.0% | +21.6% |
| All | +62.8% | +3,171.2% | -3,108.4% | +41.6% |
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