+224.5%
VT vs NTRS
+259.9%
-35.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | -1.0% | -0.7% | -0.3% | -0.8% |
| 3M | +3.2% | +11.3% | -8.2% | -1.2% |
| 6M | +12.5% | +35.5% | -23.1% | -0.5% |
| YTD | +14.1% | +40.6% | -26.5% | -0.9% |
| 1Y | +18.9% | +49.2% | -30.3% | +0.7% |
| 3Y | +74.1% | +167.2% | -93.1% | +14.4% |
| 5Y | +66.9% | +94.9% | -28.1% | +21.4% |
| All | +224.5% | +259.9% | -35.5% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling