+156.2%
VT vs NTR
+103.6%
+52.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +1.0% | +3.8% | -2.8% | 0.0% |
| 30D | -0.2% | +25.2% | -25.5% | -5.9% |
| 3M | +4.5% | +21.0% | -16.5% | -0.8% |
| 6M | +14.1% | +7.6% | +6.5% | +10.8% |
| YTD | +14.8% | +32.9% | -18.1% | +4.7% |
| 1Y | +21.2% | +43.1% | -21.9% | +7.8% |
| 3Y | +76.6% | +41.6% | +35.0% | +54.6% |
| 5Y | +66.6% | +54.8% | +11.8% | +30.3% |
| All | +156.2% | +103.6% | +52.6% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling