+479.7%
NEM vs VTRS
+552.8%
-73.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | +3.1% | -3.5% | +6.5% | +3.3% |
| 30D | +10.0% | +2.1% | +7.9% | +9.8% |
| 3M | +30.9% | +2.6% | +28.3% | +30.6% |
| 6M | +10.5% | +17.8% | -7.2% | +9.1% |
| YTD | +29.7% | +35.7% | -5.9% | +26.7% |
| 1Y | +71.1% | +63.5% | +7.6% | +64.8% |
| 3Y | +252.1% | +85.1% | +167.0% | +234.5% |
| 5Y | +157.7% | +42.5% | +115.2% | +147.4% |
| 10Y | +319.4% | -48.2% | +367.6% | +319.3% |
| All | +479.7% | +552.8% | -73.0% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling