+66.0%
VT vs NTRS
+88.7%
-22.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | -0.7% | -1.2% | +0.6% | -0.3% |
| 3M | +4.0% | +8.8% | -4.8% | +0.8% |
| 6M | +12.3% | +34.7% | -22.4% | +0.7% |
| YTD | +14.0% | +37.2% | -23.2% | +1.3% |
| 1Y | +20.3% | +46.3% | -26.0% | +4.2% |
| 3Y | +75.4% | +163.2% | -87.8% | +20.3% |
| 5Y | +66.0% | +86.9% | -21.0% | +26.8% |
| All | +66.0% | +88.7% | -22.7% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling