-51.4%
VG vs NTR
+38.8%
-90.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | -22.0% | +3.0% | -25.0% | -24.0% |
| 30D | -11.6% | +2.2% | -13.8% | -13.5% |
| 3M | -14.9% | +7.9% | -22.8% | -20.5% |
| 6M | -3.5% | -1.5% | -2.0% | -3.6% |
| YTD | +70.0% | +18.6% | +51.4% | +52.6% |
| 1Y | +50.0% | +31.7% | +18.3% | +26.1% |
| All | -51.4% | +38.8% | -90.2% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling