+535.3%
VRT vs NTR
+37.3%
+498.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.2% | -5.0% |
| 7D | -7.7% | -2.5% | -5.2% | -7.1% |
| 30D | -12.0% | +17.0% | -29.0% | -15.5% |
| 3M | -11.7% | +22.2% | -33.9% | -16.9% |
| 6M | -8.1% | +5.2% | -13.3% | -10.1% |
| YTD | +53.2% | +29.7% | +23.6% | +40.6% |
| 1Y | +81.7% | +39.4% | +42.3% | +61.8% |
| All | +535.3% | +37.3% | +498.0% | +457.8% |
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 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