+192.7%
VSH vs NTRS
+259.9%
-67.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.1% | +5.4% |
| 7D | +4.8% | +1.4% | +3.4% | +3.8% |
| 30D | -0.7% | -0.7% | 0.0% | -0.3% |
| 3M | -43.1% | +11.3% | -54.4% | -47.2% |
| 6M | +91.8% | +35.5% | +56.3% | +55.8% |
| YTD | +131.6% | +40.6% | +91.0% | +82.8% |
| 1Y | +118.1% | +49.2% | +68.9% | +65.6% |
| 3Y | +40.9% | +167.2% | -126.3% | -27.4% |
| 5Y | +75.8% | +94.9% | -19.2% | +6.4% |
| All | +192.7% | +259.9% | -67.2% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling