+358.6%
VT vs NTRS
+301.3%
+57.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | +3.1% | -3.2% | -1.4% |
| 30D | -3.1% | +5.8% | -8.8% | -5.3% |
| 3M | -3.5% | -4.9% | +1.4% | -1.6% |
| 6M | +0.5% | +11.9% | -11.5% | -4.5% |
| YTD | +10.8% | +32.2% | -21.4% | -2.5% |
| 1Y | +11.9% | +39.6% | -27.7% | -3.9% |
| 3Y | +73.0% | +173.9% | -101.0% | +8.9% |
| 5Y | +58.6% | +67.1% | -8.5% | +19.7% |
| 10Y | +219.2% | +196.8% | +22.4% | +74.4% |
| All | +358.6% | +301.3% | +57.2% | +93.9% |
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