+169.7%
VEA vs NTRS
+381.5%
-211.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -1.5% | +1.4% | -2.8% | -2.0% |
| 30D | -0.8% | -0.7% | -0.2% | -0.6% |
| 3M | +2.5% | +11.3% | -8.9% | -2.2% |
| 6M | +11.1% | +35.5% | -24.4% | -2.5% |
| YTD | +17.2% | +40.6% | -23.4% | +1.0% |
| 1Y | +24.5% | +49.2% | -24.7% | +4.4% |
| 3Y | +75.4% | +167.2% | -91.8% | +12.0% |
| 5Y | +61.1% | +94.9% | -33.8% | +13.9% |
| 10Y | +163.1% | +259.5% | -96.4% | +32.1% |
| All | +169.7% | +381.5% | -211.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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