+321.7%
VWO vs NTRS
+628.4%
-306.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.8% | +1.4% | -3.1% | -2.4% |
| 30D | -0.1% | -0.7% | +0.6% | +0.1% |
| 3M | +2.2% | +11.3% | -9.1% | -3.1% |
| 6M | +8.8% | +35.5% | -26.8% | -6.4% |
| YTD | +12.4% | +40.6% | -28.2% | -5.3% |
| 1Y | +15.6% | +49.2% | -33.6% | -5.6% |
| 3Y | +62.5% | +167.2% | -104.7% | -3.4% |
| 5Y | +34.3% | +94.9% | -60.7% | -11.3% |
| 10Y | +114.8% | +259.5% | -144.7% | -8.4% |
| All | +321.7% | +628.4% | -306.7% | -1.2% |
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