+455.4%
NOK vs VTR
+1,484.0%
-1,028.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +9.3% | -2.9% | +12.3% | +10.2% |
| 30D | +17.9% | -2.8% | +20.6% | +18.7% |
| 3M | -22.3% | +9.0% | -31.3% | -24.7% |
| 6M | +36.4% | +5.0% | +31.4% | +33.3% |
| YTD | +66.3% | +16.9% | +49.4% | +57.8% |
| 1Y | +134.4% | +34.3% | +100.1% | +113.3% |
| 3Y | +186.6% | +131.6% | +55.0% | +121.6% |
| 5Y | +102.7% | +88.0% | +14.7% | +64.1% |
| 10Y | +129.8% | +97.8% | +32.0% | +66.3% |
| All | +455.4% | +1,484.0% | -1,028.6% | +106.1% |
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