+206.5%
NTRS vs VLTO
+23.4%
+183.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +0.3% | -4.5% | +4.9% | +2.1% |
| 30D | +0.2% | -4.6% | +4.8% | +1.9% |
| 3M | +13.2% | +13.3% | -0.1% | +6.6% |
| 6M | +36.9% | +2.1% | +34.8% | +34.7% |
| YTD | +39.1% | -6.1% | +45.2% | +42.0% |
| 1Y | +50.4% | -11.4% | +61.8% | +57.8% |
| All | +206.5% | +23.4% | +183.1% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling