+241.2%
V vs NTR
+103.7%
+137.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +1.9% | +21.7% | -19.9% | -3.3% |
| 3M | +13.2% | +22.8% | -9.5% | +7.0% |
| 6M | +16.7% | +8.2% | +8.5% | +13.2% |
| YTD | +5.4% | +32.9% | -27.5% | -3.9% |
| 1Y | +7.7% | +45.3% | -37.7% | -4.7% |
| 3Y | +52.0% | +41.7% | +10.3% | +32.7% |
| 5Y | +67.7% | +49.8% | +17.9% | +29.7% |
| All | +241.2% | +103.7% | +137.5% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded NTR 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling