+950.8%
VTI vs NTRS
+425.4%
+525.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.5% |
| 30D | -1.4% | -0.7% | -0.8% | -1.2% |
| 3M | +3.6% | +11.3% | -7.7% | -1.3% |
| 6M | +13.6% | +35.5% | -21.9% | -0.8% |
| YTD | +12.9% | +40.6% | -27.7% | -3.3% |
| 1Y | +17.2% | +49.2% | -32.0% | -2.3% |
| 3Y | +75.7% | +167.2% | -91.5% | +11.5% |
| 5Y | +75.4% | +94.9% | -19.5% | +24.0% |
| 10Y | +303.3% | +259.5% | +43.8% | +105.9% |
| All | +950.8% | +425.4% | +525.4% | +245.4% |
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