+17.2%
NTRL vs VT
+115.0%
-97.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | -2.8% | -1.5% | -1.3% | -2.6% |
| 3M | +0.9% | -4.1% | +5.0% | +1.4% |
| 6M | +3.7% | +0.6% | +3.1% | +3.5% |
| YTD | +4.6% | +11.0% | -6.4% | +3.1% |
| 1Y | +5.1% | +13.3% | -8.3% | +3.3% |
| 3Y | +14.6% | +73.4% | -58.8% | +6.0% |
| 5Y | +19.7% | +57.4% | -37.7% | +12.4% |
| All | +17.2% | +115.0% | -97.8% | -0.4% |
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