+36.5%
NTRS vs VEU
+12.7%
+23.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | -0.1% | -1.5% |
| 7D | -0.9% | -3.4% | +2.5% | +1.2% |
| 30D | +1.1% | -5.6% | +6.8% | +4.6% |
| 3M | -6.6% | -6.2% | -0.4% | -3.1% |
| 6M | +7.1% | -2.0% | +9.0% | +7.9% |
| YTD | +27.4% | +8.5% | +18.9% | +15.8% |
| 1Y | +36.5% | +12.1% | +24.5% | +20.0% |
| All | +36.5% | +12.7% | +23.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling