+426.1%
NTRS vs VYM
+488.1%
-62.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +2.5% |
| 30D | -0.7% | -2.2% | +1.6% | +2.6% |
| 3M | +11.3% | +3.1% | +8.3% | +6.5% |
| 6M | +35.5% | +9.7% | +25.8% | +18.5% |
| YTD | +40.6% | +14.9% | +25.7% | +15.2% |
| 1Y | +49.2% | +17.6% | +31.6% | +18.4% |
| 3Y | +167.2% | +65.3% | +101.9% | +31.1% |
| 5Y | +94.9% | +78.7% | +16.2% | -12.5% |
| 10Y | +259.5% | +208.2% | +51.3% | -24.4% |
| All | +426.1% | +488.1% | -62.0% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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