+118.1%
VSH vs NTR
+39.1%
+79.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.1% |
| 7D | +4.8% | -1.3% | +6.0% | +4.8% |
| 30D | -0.7% | +16.8% | -17.5% | -1.1% |
| 3M | -43.1% | +20.7% | -63.8% | -43.7% |
| 6M | +91.8% | +0.5% | +91.2% | +95.4% |
| YTD | +131.6% | +29.2% | +102.4% | +118.8% |
| 1Y | +118.1% | +39.6% | +78.5% | +104.5% |
| All | +118.1% | +39.1% | +79.0% | +104.5% |
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