+2,397.0%
VRT vs NTRS
+119.4%
+2,277.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.3% |
| 7D | -7.7% | +0.3% | -8.0% | -7.9% |
| 30D | -12.0% | +0.2% | -12.1% | -12.1% |
| 3M | -11.7% | +13.2% | -24.9% | -17.1% |
| 6M | -8.1% | +36.9% | -45.0% | -21.9% |
| YTD | +53.2% | +39.1% | +14.1% | +28.8% |
| 1Y | +81.7% | +50.4% | +31.2% | +46.4% |
| 3Y | +535.3% | +166.8% | +368.5% | +279.0% |
| 5Y | +916.4% | +92.9% | +823.5% | +609.5% |
| All | +2,397.0% | +119.4% | +2,277.6% | +1,332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling