+977.6%
VRT vs NTR
+45.7%
+931.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -8.4% | -1.3% | -7.1% | -8.0% |
| 30D | -10.9% | +16.8% | -27.6% | -15.0% |
| 3M | -13.7% | +20.7% | -34.4% | -19.2% |
| 6M | -4.1% | +0.5% | -4.7% | -5.2% |
| YTD | +58.7% | +29.2% | +29.6% | +44.5% |
| 1Y | +89.6% | +39.6% | +50.0% | +67.2% |
| 3Y | +558.1% | +37.9% | +520.3% | +471.8% |
| All | +977.6% | +45.7% | +931.8% | +824.0% |
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