+41.3%
NTST vs VT
+115.2%
-73.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.2% |
| 7D | +6.5% | +0.4% | +6.1% | +6.2% |
| 30D | +9.4% | -2.6% | +12.0% | +10.8% |
| 3M | -6.7% | -3.2% | -3.5% | -5.2% |
| 6M | -5.6% | +0.9% | -6.5% | -6.7% |
| YTD | +11.8% | +11.3% | +0.5% | +3.7% |
| 1Y | +8.7% | +14.0% | -5.3% | -0.8% |
| 3Y | +46.0% | +75.8% | -29.8% | -2.1% |
| 5Y | +0.6% | +57.8% | -57.2% | -27.2% |
| All | +41.3% | +115.2% | -73.9% | -17.1% |
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 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