+118.1%
VSH vs NTRS
+51.4%
+66.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.1% | +5.3% |
| 7D | +4.8% | +1.4% | +3.4% | +3.6% |
| 30D | -0.7% | -0.7% | 0.0% | -0.1% |
| 3M | -43.1% | +11.3% | -54.4% | -48.1% |
| 6M | +91.8% | +35.5% | +56.3% | +47.9% |
| YTD | +131.6% | +40.6% | +91.0% | +68.6% |
| 1Y | +118.1% | +49.2% | +68.9% | +48.0% |
| All | +118.1% | +51.4% | +66.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling