-38.0%
VG vs NTR
+55.5%
-93.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.0% |
| 7D | -2.5% | +3.8% | -6.4% | -5.4% |
| 30D | +11.1% | +25.2% | -14.2% | -6.6% |
| 3M | +14.9% | +21.0% | -6.1% | -0.9% |
| 6M | +18.4% | +7.6% | +10.8% | +11.8% |
| YTD | +116.6% | +32.9% | +83.7% | +79.8% |
| 1Y | +9.4% | +43.1% | -33.7% | -13.5% |
| All | -38.0% | +55.5% | -93.5% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling