+635.3%
VST vs NTR
+22.5%
+612.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -6.0% | +4.1% | -10.1% | -6.9% |
| 30D | -18.8% | +7.0% | -25.7% | -20.0% |
| 3M | -8.0% | +9.7% | -17.7% | -10.0% |
| 6M | -10.9% | +7.4% | -18.3% | -12.7% |
| YTD | -18.3% | +19.8% | -38.1% | -22.7% |
| 1Y | -29.9% | +25.4% | -55.3% | -34.6% |
| 3Y | +290.3% | +48.6% | +241.7% | +245.5% |
| 5Y | +635.3% | +24.0% | +611.3% | +534.6% |
| All | +635.3% | +22.5% | +612.8% | +534.6% |
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