+255.5%
NTRS vs VICR
+1,679.8%
-1,424.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.6% |
| 7D | +1.4% | +5.0% | -3.6% | +0.5% |
| 30D | -0.7% | -12.5% | +11.8% | +0.9% |
| 3M | +11.3% | -33.6% | +44.9% | +16.2% |
| 6M | +35.5% | +10.7% | +24.9% | +26.9% |
| YTD | +40.6% | +80.6% | -40.0% | +20.3% |
| 1Y | +49.2% | +288.4% | -239.2% | +10.3% |
| 3Y | +167.2% | +213.8% | -46.6% | +91.3% |
| 5Y | +94.9% | +58.8% | +36.1% | +45.6% |
| All | +255.5% | +1,679.8% | -1,424.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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