+84.5%
VTR vs NTRS
+93.2%
-8.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +1.1% | -0.7% | +1.8% | +1.2% |
| 3M | +7.9% | +11.3% | -3.4% | +4.6% |
| 6M | +6.2% | +35.5% | -29.4% | -3.2% |
| YTD | +17.7% | +40.6% | -22.9% | +5.7% |
| 1Y | +32.9% | +49.2% | -16.3% | +16.7% |
| 3Y | +129.7% | +167.2% | -37.5% | +59.5% |
| All | +84.5% | +93.2% | -8.7% | +43.0% |
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