+46.5%
NTR vs VYM
+77.5%
-31.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -1.0% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | +16.8% | -2.2% | +19.0% | +19.2% |
| 3M | +20.7% | +3.1% | +17.7% | +17.3% |
| 6M | +0.5% | +9.7% | -9.2% | -8.2% |
| YTD | +29.2% | +14.9% | +14.3% | +12.7% |
| 1Y | +39.6% | +17.6% | +22.0% | +19.0% |
| 3Y | +37.9% | +65.3% | -27.4% | -19.9% |
| All | +46.5% | +77.5% | -31.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling