+140.2%
NI vs VTRS
-48.4%
+188.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -1.4% | +3.3% | -4.7% | -1.8% |
| 3M | -10.6% | +2.0% | -12.6% | -10.9% |
| 6M | -9.3% | +19.9% | -29.3% | -11.7% |
| YTD | +1.1% | +35.7% | -34.6% | -3.3% |
| 1Y | +3.4% | +68.1% | -64.7% | -4.1% |
| 3Y | +67.9% | +87.1% | -19.2% | +51.5% |
| 5Y | +98.0% | +47.6% | +50.3% | +81.1% |
| All | +140.2% | -48.4% | +188.5% | +126.8% |
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