+76.3%
NTR vs VT
+148.5%
-72.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +4.1% | -0.1% | +4.3% | +4.1% |
| 30D | +7.0% | -3.1% | +10.0% | +9.6% |
| 3M | +9.7% | -3.5% | +13.2% | +12.6% |
| 6M | +7.4% | +0.5% | +6.9% | +5.8% |
| YTD | +19.8% | +10.8% | +9.0% | +6.8% |
| 1Y | +25.4% | +11.9% | +13.5% | +10.7% |
| 3Y | +48.6% | +73.0% | -24.4% | -15.6% |
| 5Y | +24.0% | +58.6% | -34.6% | -23.7% |
| All | +76.3% | +148.5% | -72.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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