+377.4%
VT vs NTRS
+321.0%
+56.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | +1.0% | +1.7% | -0.7% | +0.2% |
| 3M | +2.4% | +8.9% | -6.5% | -1.4% |
| 6M | +12.0% | +30.6% | -18.6% | -0.5% |
| YTD | +15.3% | +38.7% | -23.4% | -0.4% |
| 1Y | +22.6% | +48.1% | -25.5% | +2.7% |
| 3Y | +74.7% | +165.5% | -90.8% | +11.2% |
| 5Y | +66.1% | +85.6% | -19.4% | +19.7% |
| 10Y | +225.0% | +246.1% | -21.1% | +66.0% |
| All | +377.4% | +321.0% | +56.4% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling