-13.2%
NTRSO vs VT
+65.7%
-78.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 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% | -1.0% |
| 6M | -3.4% | +12.3% | -15.6% | -7.9% |
| YTD | -2.4% | +14.0% | -16.4% | -7.6% |
| 1Y | -5.6% | +20.3% | -25.9% | -12.7% |
| 3Y | +6.6% | +75.4% | -68.8% | -17.3% |
| 5Y | -13.2% | +66.0% | -79.2% | -33.1% |
| All | -13.2% | +65.7% | -78.9% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling