+36.5%
NTRS vs VSXY
+199.6%
-163.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.6% |
| 7D | -0.9% | +7.2% | -8.1% | -1.3% |
| 30D | +1.1% | +24.9% | -23.8% | 0.0% |
| 3M | -6.6% | +18.3% | -24.9% | -7.5% |
| 6M | +7.1% | +109.4% | -102.4% | +1.0% |
| YTD | +27.4% | +96.3% | -68.9% | +20.9% |
| 1Y | +36.5% | +184.0% | -147.5% | +26.7% |
| All | +36.5% | +199.6% | -163.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling