+191.9%
NTRS vs VLTO
+56.4%
+135.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +3.2% | +1.0% | +2.2% | +2.8% |
| 30D | +9.6% | +17.5% | -7.9% | +3.5% |
| 3M | -6.0% | +21.4% | -27.4% | -12.4% |
| 6M | +10.4% | +38.1% | -27.7% | -3.1% |
| YTD | +32.5% | +19.0% | +13.4% | +24.1% |
| 1Y | +41.2% | +20.7% | +20.5% | +31.1% |
| 3Y | +173.4% | +64.3% | +109.1% | +123.5% |
| All | +191.9% | +56.4% | +135.5% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling