-35.7%
VG vs NTRS
+76.4%
-112.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.8% | +0.9% | +2.9% | +3.4% |
| 30D | +7.2% | -1.2% | +8.4% | +7.7% |
| 3M | +22.8% | +8.8% | +14.0% | +17.1% |
| 6M | +33.2% | +34.7% | -1.5% | +11.9% |
| YTD | +124.8% | +37.2% | +87.6% | +83.9% |
| 1Y | +15.8% | +46.3% | -30.5% | -9.7% |
| All | -35.7% | +76.4% | -112.1% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling