+1,216.9%
VST vs NTRS
+248.0%
+968.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +0.4% | +8.5% | +8.7% |
| 30D | +6.2% | +1.7% | +4.5% | +5.4% |
| 3M | -2.7% | +8.9% | -11.6% | -6.4% |
| 6M | -8.4% | +30.6% | -38.9% | -19.1% |
| YTD | -7.2% | +38.7% | -45.9% | -20.4% |
| 1Y | -20.9% | +48.1% | -69.0% | -34.3% |
| 3Y | +384.0% | +165.5% | +218.5% | +209.4% |
| 5Y | +757.1% | +85.6% | +671.5% | +518.0% |
| All | +1,216.9% | +248.0% | +968.8% | +638.9% |
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 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