-50.0%
VTRS vs NTRS
+259.9%
-309.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.8% |
| 30D | +3.3% | -0.7% | +4.0% | +3.6% |
| 3M | +2.0% | +11.3% | -9.3% | -3.1% |
| 6M | +19.9% | +35.5% | -15.6% | +3.7% |
| YTD | +35.7% | +40.6% | -4.9% | +14.9% |
| 1Y | +68.1% | +49.2% | +18.9% | +38.0% |
| 3Y | +87.1% | +167.2% | -80.1% | +13.3% |
| 5Y | +47.6% | +94.9% | -47.3% | +2.3% |
| All | -50.0% | +259.9% | -309.9% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling