+138.6%
NOK vs VTR
+99.2%
+39.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +11.0% | -0.3% | +11.3% | +11.0% |
| 30D | +7.8% | +1.1% | +6.7% | +7.5% |
| 3M | -21.0% | +7.9% | -28.9% | -23.1% |
| 6M | +40.9% | +6.2% | +34.7% | +37.5% |
| YTD | +72.0% | +17.7% | +54.3% | +63.4% |
| 1Y | +140.9% | +32.9% | +108.0% | +120.8% |
| 3Y | +194.3% | +129.7% | +64.6% | +129.7% |
| 5Y | +112.5% | +89.3% | +23.2% | +72.4% |
| All | +138.6% | +99.2% | +39.4% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling