+715.9%
VTV vs NTRS
+576.3%
+139.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.3% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -1.0% | -0.7% | -0.4% | -0.8% |
| 3M | +4.6% | +11.3% | -6.7% | -0.4% |
| 6M | +13.5% | +35.5% | -22.0% | -1.3% |
| YTD | +18.5% | +40.6% | -22.1% | +1.0% |
| 1Y | +22.9% | +49.2% | -26.3% | +1.8% |
| 3Y | +67.8% | +167.2% | -99.4% | +4.7% |
| 5Y | +81.8% | +94.9% | -13.1% | +26.0% |
| 10Y | +233.0% | +259.5% | -26.5% | +65.3% |
| All | +715.9% | +576.3% | +139.6% | +166.5% |
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