+861.6%
VST vs NTR
+103.7%
+758.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +5.8% | +21.7% | -16.0% | -0.6% |
| 3M | +3.5% | +22.8% | -19.3% | -3.5% |
| 6M | -7.4% | +8.2% | -15.6% | -10.8% |
| YTD | -6.1% | +32.9% | -39.0% | -15.9% |
| 1Y | -21.6% | +45.3% | -67.0% | -32.2% |
| 3Y | +357.2% | +41.7% | +315.5% | +291.0% |
| 5Y | +777.0% | +49.8% | +727.2% | +574.6% |
| All | +861.6% | +103.7% | +758.0% | +451.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling