+0.5%
NTRSO vs VT
+132.5%
-132.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -0.8% | +2.9% | -3.7% | -2.1% |
| 30D | -4.9% | -2.5% | -2.4% | -3.9% |
| 3M | -3.3% | -3.3% | 0.0% | -2.0% |
| 6M | -5.8% | +1.5% | -7.3% | -6.7% |
| YTD | -5.5% | +11.4% | -16.8% | -10.5% |
| 1Y | -5.2% | +11.9% | -17.2% | -10.5% |
| 3Y | +0.5% | +73.9% | -73.4% | -24.1% |
| 5Y | -13.3% | +57.9% | -71.2% | -31.8% |
| All | +0.5% | +132.5% | -132.0% | -42.0% |
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