+90.2%
NTR vs ITOT
+210.7%
-120.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -1.3% | -0.9% | -0.4% | -0.6% |
| 30D | +16.8% | -1.5% | +18.2% | +18.0% |
| 3M | +20.7% | +3.6% | +17.2% | +17.0% |
| 6M | +0.5% | +13.7% | -13.2% | -10.3% |
| YTD | +29.2% | +12.9% | +16.3% | +15.7% |
| 1Y | +39.6% | +17.2% | +22.4% | +21.1% |
| 3Y | +37.9% | +75.6% | -37.8% | -17.7% |
| 5Y | +47.1% | +75.5% | -28.4% | -13.4% |
| All | +90.2% | +210.7% | -120.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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