+76.9%
VUG vs NTR
+46.2%
+30.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.2% |
| 7D | -1.9% | -2.5% | +0.6% | -1.5% |
| 30D | -1.6% | +17.0% | -18.6% | -3.8% |
| 3M | +4.4% | +22.2% | -17.8% | +1.2% |
| 6M | +13.2% | +5.2% | +8.0% | +11.8% |
| YTD | +7.5% | +29.7% | -22.2% | +2.1% |
| 1Y | +12.5% | +39.4% | -26.9% | +5.2% |
| 3Y | +86.0% | +38.2% | +47.8% | +71.9% |
| All | +76.9% | +46.2% | +30.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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