+608.4%
VST vs NTRS
+64.9%
+543.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +6.6% | +3.2% | +3.4% | +5.2% |
| 30D | -12.4% | +9.6% | -22.0% | -15.9% |
| 3M | -9.0% | -6.0% | -3.0% | -6.6% |
| 6M | -6.4% | +10.4% | -16.8% | -10.7% |
| YTD | -17.2% | +32.5% | -49.6% | -27.8% |
| 1Y | -22.0% | +41.2% | -63.2% | -34.0% |
| 3Y | +296.7% | +173.4% | +123.3% | +153.4% |
| All | +608.4% | +64.9% | +543.5% | +425.2% |
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