+302.3%
NEM vs VTRS
-48.4%
+350.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | +7.8% | +3.3% | +4.5% | +7.5% |
| 3M | +30.2% | +2.0% | +28.2% | +29.8% |
| 6M | +9.6% | +19.9% | -10.3% | +7.3% |
| YTD | +27.8% | +35.7% | -7.9% | +23.6% |
| 1Y | +60.7% | +68.1% | -7.4% | +52.1% |
| 3Y | +245.3% | +87.1% | +158.2% | +221.5% |
| 5Y | +155.3% | +47.6% | +107.7% | +139.8% |
| All | +302.3% | -48.4% | +350.7% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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