+90.2%
NTR vs VIG
+173.9%
-83.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.0% |
| 7D | -1.3% | -1.1% | -0.2% | -0.3% |
| 30D | +16.8% | -2.7% | +19.5% | +19.6% |
| 3M | +20.7% | +2.5% | +18.2% | +17.8% |
| 6M | +0.5% | +9.2% | -8.7% | -7.7% |
| YTD | +29.2% | +9.8% | +19.4% | +17.8% |
| 1Y | +39.6% | +12.4% | +27.2% | +24.6% |
| 3Y | +37.9% | +55.9% | -18.0% | -10.7% |
| 5Y | +47.1% | +63.9% | -16.9% | -10.1% |
| All | +90.2% | +173.9% | -83.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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