+137.9%
VGT vs NTRS
+93.2%
+44.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -0.2% | +1.4% | -1.5% | -0.8% |
| 30D | -0.4% | -0.7% | +0.2% | -0.2% |
| 3M | +4.4% | +11.3% | -6.9% | -0.6% |
| 6M | +32.1% | +35.5% | -3.5% | +14.6% |
| YTD | +28.8% | +40.6% | -11.8% | +9.7% |
| 1Y | +35.3% | +49.2% | -13.9% | +12.0% |
| 3Y | +124.8% | +167.2% | -42.5% | +40.7% |
| All | +137.9% | +93.2% | +44.7% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling