+1,075.1%
VST vs NTRS
+232.4%
+842.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 6M | -6.4% | +10.4% | -16.8% | -10.7% |
| YTD | -17.2% | +32.5% | -49.6% | -27.7% |
| 1Y | -22.0% | +41.2% | -63.2% | -33.9% |
| 3Y | +296.7% | +173.4% | +123.3% | +151.4% |
| 5Y | +637.6% | +65.0% | +572.6% | +460.4% |
| 10Y | +1,138.2% | +192.3% | +945.9% | +623.7% |
| All | +1,075.1% | +232.4% | +842.7% | +572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling