+94.3%
NTRS vs VSXY
+37.5%
+56.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.7% | -18.7% | +18.0% | +1.8% |
| 3M | +11.3% | -4.0% | +15.3% | +11.2% |
| 6M | +35.5% | +67.5% | -31.9% | +22.6% |
| YTD | +40.6% | +39.7% | +0.9% | +30.0% |
| 1Y | +49.2% | +180.0% | -130.8% | +22.7% |
| 3Y | +167.2% | +337.3% | -170.1% | +86.9% |
| 5Y | +94.9% | +22.7% | +72.3% | +63.5% |
| All | +94.3% | +37.5% | +56.8% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling