+766.9%
VST vs NTR
+51.1%
+715.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +9.9% | +3.8% | +6.0% | +9.1% |
| 30D | +7.9% | +25.2% | -17.3% | +3.1% |
| 3M | +3.4% | +21.0% | -17.6% | -0.8% |
| 6M | -4.1% | +7.6% | -11.7% | -6.1% |
| YTD | -5.7% | +32.9% | -38.6% | -12.3% |
| 1Y | -18.9% | +43.1% | -61.9% | -26.1% |
| 3Y | +359.1% | +41.6% | +317.5% | +313.6% |
| 5Y | +766.9% | +54.8% | +712.1% | +629.8% |
| All | +766.9% | +51.1% | +715.8% | +629.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling