+410.8%
NTRS vs VEU
+188.0%
+222.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | 0.0% |
| 7D | +1.4% | -1.4% | +2.8% | +2.9% |
| 30D | -0.7% | -0.4% | -0.2% | -0.3% |
| 3M | +11.3% | +2.5% | +8.8% | +8.0% |
| 6M | +35.5% | +11.1% | +24.4% | +19.8% |
| YTD | +40.6% | +16.5% | +24.1% | +18.1% |
| 1Y | +49.2% | +22.9% | +26.3% | +18.5% |
| 3Y | +167.2% | +73.4% | +93.8% | +46.8% |
| 5Y | +94.9% | +56.1% | +38.8% | +20.6% |
| 10Y | +259.5% | +153.0% | +106.5% | +37.5% |
| All | +410.8% | +188.0% | +222.8% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling