+138.6%
NOK vs VTRS
-48.4%
+186.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | +11.0% | -2.2% | +13.2% | +11.5% |
| 30D | +7.8% | +3.3% | +4.5% | +7.1% |
| 3M | -21.0% | +2.0% | -23.0% | -21.7% |
| 6M | +40.9% | +19.9% | +20.9% | +34.2% |
| YTD | +72.0% | +35.7% | +36.3% | +59.3% |
| 1Y | +140.9% | +68.1% | +72.8% | +111.9% |
| 3Y | +194.3% | +87.1% | +107.2% | +146.4% |
| 5Y | +112.5% | +47.6% | +64.9% | +83.7% |
| All | +138.6% | -48.4% | +186.9% | +137.7% |
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