+1,613.5%
VSH vs NTRS
+7,716.8%
-6,103.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.7% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | -5.7% | +0.2% | -5.9% | -5.8% |
| 3M | -42.5% | +13.2% | -55.7% | -46.2% |
| 6M | +82.7% | +36.9% | +45.7% | +54.8% |
| YTD | +118.2% | +39.1% | +79.1% | +83.0% |
| 1Y | +109.7% | +50.4% | +59.2% | +69.1% |
| 3Y | +35.3% | +166.8% | -131.5% | -18.7% |
| 5Y | +65.6% | +92.9% | -27.3% | +13.7% |
| 10Y | +176.8% | +255.7% | -78.8% | +39.3% |
| All | +1,613.5% | +7,716.8% | -6,103.3% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling