+147.3%
VT vs NTR
+83.5%
+63.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | +4.1% | -4.3% | -1.2% |
| 30D | -3.1% | +7.0% | -10.0% | -4.8% |
| 3M | -3.5% | +9.7% | -13.2% | -6.1% |
| 6M | +0.5% | +7.4% | -6.9% | -2.0% |
| YTD | +10.8% | +19.8% | -9.0% | +3.6% |
| 1Y | +11.9% | +25.4% | -13.5% | +3.1% |
| 3Y | +73.0% | +48.6% | +24.4% | +48.5% |
| 5Y | +58.6% | +24.0% | +34.6% | +33.6% |
| All | +147.3% | +83.5% | +63.8% | +62.3% |
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