+224.7%
VT vs NTRS
+190.4%
+34.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -1.7% | +5.6% | -7.4% | -3.8% |
| 3M | -2.3% | -4.4% | +2.1% | -0.8% |
| 6M | +1.5% | +12.0% | -10.5% | -3.2% |
| YTD | +12.0% | +32.8% | -20.8% | -0.6% |
| 1Y | +12.9% | +40.0% | -27.1% | -2.0% |
| 3Y | +74.9% | +175.2% | -100.3% | +13.6% |
| 5Y | +59.9% | +66.4% | -6.4% | +24.1% |
| All | +224.7% | +190.4% | +34.3% | +94.8% |
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