+75.1%
VSH vs NTR
+103.7%
-28.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | -4.4% | +21.7% | -26.1% | -12.3% |
| 3M | -45.8% | +22.8% | -68.6% | -51.1% |
| 6M | +90.1% | +8.2% | +81.9% | +79.9% |
| YTD | +120.3% | +32.9% | +87.4% | +88.6% |
| 1Y | +112.2% | +45.3% | +66.9% | +73.2% |
| 3Y | +36.6% | +41.7% | -5.1% | +9.4% |
| 5Y | +67.0% | +49.8% | +17.2% | +10.3% |
| All | +75.1% | +103.7% | -28.6% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling