-20.9%
VST vs NTR
+43.1%
-64.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +8.9% | +8.1% | +0.8% | +8.8% |
| 30D | +6.2% | +18.8% | -12.6% | +5.8% |
| 3M | -2.7% | +16.2% | -18.9% | -2.9% |
| 6M | -8.4% | +9.8% | -18.1% | -8.6% |
| YTD | -7.2% | +30.9% | -38.1% | -10.2% |
| 1Y | -20.9% | +41.8% | -62.7% | -24.7% |
| All | -20.9% | +43.1% | -64.0% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling