+40.9%
VSH vs NTR
+36.8%
+4.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +4.8% | -1.3% | +6.0% | +5.0% |
| 30D | -0.7% | +16.8% | -17.5% | -3.9% |
| 3M | -43.1% | +20.7% | -63.8% | -45.7% |
| 6M | +91.8% | +0.5% | +91.2% | +91.5% |
| YTD | +131.6% | +29.2% | +102.4% | +113.1% |
| 1Y | +118.1% | +39.6% | +78.5% | +95.2% |
| 3Y | +40.9% | +37.9% | +3.0% | +22.0% |
| All | +40.9% | +36.8% | +4.1% | +22.0% |
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 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