+1,616.8%
NI vs VTR
+1,492.6%
+124.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | +2.3% | -2.4% | +4.7% | +2.8% |
| 30D | -1.7% | -3.7% | +2.1% | -1.0% |
| 3M | -8.0% | +13.5% | -21.5% | -10.3% |
| 6M | -8.6% | +7.2% | -15.8% | -10.0% |
| YTD | +2.3% | +17.6% | -15.2% | -1.0% |
| 1Y | +6.9% | +35.4% | -28.4% | +0.7% |
| 3Y | +70.6% | +132.8% | -62.3% | +44.8% |
| 5Y | +96.4% | +88.7% | +7.7% | +72.0% |
| 10Y | +136.1% | +87.6% | +48.5% | +96.9% |
| All | +1,616.8% | +1,492.6% | +124.1% | +1,209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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