+78.5%
VUG vs NTRS
+93.2%
-14.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.5% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | -1.0% | -0.7% | -0.3% | -0.7% |
| 3M | +3.5% | +11.3% | -7.8% | -1.1% |
| 6M | +14.2% | +35.5% | -21.3% | +0.3% |
| YTD | +8.5% | +40.6% | -32.1% | -6.4% |
| 1Y | +12.9% | +49.2% | -36.3% | -5.2% |
| 3Y | +85.6% | +167.2% | -81.6% | +19.5% |
| All | +78.5% | +93.2% | -14.7% | +30.8% |
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