+2,486.9%
VRT vs NTRS
+121.8%
+2,365.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.0% |
| 7D | -8.4% | +1.4% | -9.7% | -9.1% |
| 30D | -10.9% | -0.7% | -10.2% | -10.6% |
| 3M | -13.7% | +11.3% | -25.0% | -18.3% |
| 6M | -4.1% | +35.5% | -39.7% | -18.1% |
| YTD | +58.7% | +40.6% | +18.1% | +32.7% |
| 1Y | +89.6% | +49.2% | +40.4% | +53.5% |
| 3Y | +558.1% | +167.2% | +390.9% | +292.3% |
| 5Y | +953.0% | +94.9% | +858.0% | +631.1% |
| All | +2,486.9% | +121.8% | +2,365.1% | +1,376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling