+123.4%
VRT vs NTR
+43.1%
+80.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +4.5% |
| 7D | +9.1% | +8.1% | +1.0% | +8.1% |
| 30D | +0.9% | +18.8% | -17.8% | -1.1% |
| 3M | -13.4% | +16.2% | -29.6% | -15.4% |
| 6M | +11.7% | +9.8% | +1.9% | +9.1% |
| YTD | +73.2% | +30.9% | +42.4% | +67.0% |
| 1Y | +123.4% | +41.8% | +81.7% | +114.8% |
| All | +123.4% | +43.1% | +80.3% | +114.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling