+63.1%
VSH vs NTR
+46.2%
+16.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.4% |
| 7D | +3.1% | -2.5% | +5.5% | +3.6% |
| 30D | -5.7% | +17.0% | -22.7% | -9.1% |
| 3M | -42.5% | +22.2% | -64.6% | -45.5% |
| 6M | +82.7% | +5.2% | +77.5% | +79.0% |
| YTD | +118.2% | +29.7% | +88.6% | +101.7% |
| 1Y | +109.7% | +39.4% | +70.3% | +89.6% |
| 3Y | +35.3% | +38.2% | -2.9% | +20.2% |
| All | +63.1% | +46.2% | +16.9% | +25.4% |
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