+3.8%
NTRSO vs VT
+138.0%
-134.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | 0.0% | -0.7% | +0.7% | +0.3% |
| 3M | +0.6% | +4.0% | -3.4% | -1.3% |
| 6M | -3.4% | +12.3% | -15.6% | -8.6% |
| YTD | -2.4% | +14.0% | -16.4% | -8.4% |
| 1Y | -5.6% | +20.3% | -25.9% | -13.7% |
| 3Y | +6.6% | +75.4% | -68.8% | -19.6% |
| 5Y | -13.2% | +66.0% | -79.2% | -33.3% |
| All | +3.8% | +138.0% | -134.2% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling