+39.5%
NTST vs VT
+109.3%
-69.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +3.3% |
| 7D | +7.2% | -4.2% | +11.4% | +9.6% |
| 30D | +6.8% | -5.8% | +12.6% | +10.1% |
| 3M | -9.9% | -5.2% | -4.7% | -7.5% |
| 6M | -5.2% | +0.1% | -5.3% | -6.1% |
| YTD | +10.4% | +8.2% | +2.1% | +3.9% |
| 1Y | +8.0% | +10.1% | -2.2% | +0.4% |
| 3Y | +39.8% | +69.7% | -29.9% | -4.3% |
| 5Y | -0.9% | +53.4% | -54.2% | -27.2% |
| All | +39.5% | +109.3% | -69.8% | -16.9% |
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