+205.6%
NTRS vs VLTO
+27.2%
+178.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +0.4% | -2.3% | +2.7% | +1.3% |
| 30D | +1.7% | -0.9% | +2.6% | +1.9% |
| 3M | +8.9% | +13.8% | -5.0% | +2.4% |
| 6M | +30.6% | +2.0% | +28.6% | +28.9% |
| YTD | +38.7% | -3.2% | +41.9% | +40.0% |
| 1Y | +48.1% | -9.2% | +57.3% | +54.0% |
| All | +205.6% | +27.2% | +178.4% | +173.0% |
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