+25.4%
VTEB vs NTRS
+268.8%
-243.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -0.9% | +1.4% | -2.3% | -0.9% |
| 30D | -2.5% | -0.7% | -1.9% | -2.5% |
| 3M | -3.0% | +11.3% | -14.3% | -3.1% |
| 6M | -2.1% | +35.5% | -37.7% | -2.6% |
| YTD | -1.5% | +40.6% | -42.1% | -2.0% |
| 1Y | +0.2% | +49.2% | -49.0% | -0.5% |
| 3Y | +8.6% | +167.2% | -158.7% | +6.6% |
| 5Y | +1.2% | +94.9% | -93.7% | -0.3% |
| 10Y | +18.1% | +259.5% | -241.4% | +16.3% |
| All | +25.4% | +268.8% | -243.5% | +24.2% |
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