-1.9%
NTST vs VT
+58.5%
-60.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -2.1% | +2.9% | -5.0% | -3.6% |
| 30D | +6.0% | -2.5% | +8.5% | +7.3% |
| 3M | -9.2% | -3.3% | -5.8% | -7.7% |
| 6M | -9.1% | +1.5% | -10.6% | -10.4% |
| YTD | +8.0% | +11.4% | -3.3% | +0.3% |
| 1Y | +5.8% | +11.9% | -6.1% | -2.1% |
| 3Y | +41.4% | +73.9% | -32.5% | -4.7% |
| 5Y | -1.9% | +57.9% | -59.8% | -26.0% |
| All | -1.9% | +58.5% | -60.4% | -26.0% |
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 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