+777.0%
VST vs NTRS
+88.7%
+688.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +5.3% | +0.9% | +4.5% | +4.9% |
| 30D | +5.8% | -1.2% | +7.0% | +6.3% |
| 3M | +3.5% | +8.8% | -5.3% | -0.4% |
| 6M | -7.4% | +34.7% | -42.1% | -19.4% |
| YTD | -6.1% | +37.2% | -43.3% | -19.2% |
| 1Y | -21.6% | +46.3% | -68.0% | -34.7% |
| 3Y | +357.2% | +163.2% | +194.0% | +195.6% |
| 5Y | +777.0% | +86.9% | +690.1% | +525.9% |
| All | +777.0% | +88.7% | +688.3% | +525.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling