+1,476.2%
VTR vs NTRS
+1,439.1%
+37.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | +1.1% | -0.7% | +1.8% | +1.3% |
| 3M | +7.9% | +11.3% | -3.4% | +2.5% |
| 6M | +6.2% | +35.5% | -29.4% | -8.2% |
| YTD | +17.7% | +40.6% | -22.9% | -0.6% |
| 1Y | +32.9% | +49.2% | -16.3% | +8.7% |
| 3Y | +129.7% | +167.2% | -37.5% | +39.3% |
| 5Y | +89.3% | +94.9% | -5.6% | +28.3% |
| 10Y | +99.1% | +259.5% | -160.3% | -1.3% |
| All | +1,476.2% | +1,439.1% | +37.1% | +312.1% |
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