+40.0%
NTST vs VT
+114.2%
-74.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +5.5% | -0.1% | +5.7% | +5.5% |
| 30D | +8.4% | -3.1% | +11.4% | +10.0% |
| 3M | -4.5% | -3.5% | -1.0% | -2.9% |
| 6M | -6.5% | +0.5% | -6.9% | -7.4% |
| YTD | +10.8% | +10.8% | 0.0% | +3.0% |
| 1Y | +8.8% | +11.9% | -3.1% | +0.5% |
| 3Y | +45.0% | +73.0% | -27.9% | -1.7% |
| 5Y | -0.1% | +58.6% | -58.7% | -28.0% |
| All | +40.0% | +114.2% | -74.2% | -17.7% |
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