+302.2%
NTRS vs VT
+355.4%
-53.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | +5.8% | -3.1% | +8.8% | +9.7% |
| 3M | -4.9% | -3.5% | -1.4% | -0.9% |
| 6M | +11.9% | +0.5% | +11.5% | +10.8% |
| YTD | +32.2% | +10.8% | +21.4% | +16.3% |
| 1Y | +39.6% | +11.9% | +27.7% | +21.5% |
| 3Y | +173.9% | +73.0% | +101.0% | +42.2% |
| 5Y | +67.1% | +58.6% | +8.5% | -2.9% |
| 10Y | +196.8% | +219.2% | -22.4% | -22.3% |
| All | +302.2% | +355.4% | -53.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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