+5,062.7%
NI vs VTRS
+548.0%
+4,514.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | -1.4% | +1.4% | -2.8% | -1.6% |
| 3M | -10.6% | +4.6% | -15.2% | -11.2% |
| 6M | -9.9% | +18.1% | -28.0% | -11.9% |
| YTD | +1.2% | +34.7% | -33.5% | -2.7% |
| 1Y | +4.4% | +65.6% | -61.2% | -2.1% |
| 3Y | +68.6% | +83.8% | -15.2% | +54.6% |
| 5Y | +98.0% | +46.5% | +51.5% | +84.0% |
| 10Y | +143.6% | -48.6% | +192.2% | +143.6% |
| All | +5,062.7% | +548.0% | +4,514.7% | +3,666.1% |
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