+789.1%
NOW vs VTRS
-48.4%
+837.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -6.2% | -2.2% | -4.0% | -5.7% |
| 30D | +6.1% | +3.3% | +2.8% | +5.3% |
| 3M | +28.6% | +2.0% | +26.6% | +27.9% |
| 6M | +14.6% | +19.9% | -5.3% | +9.8% |
| YTD | -13.5% | +35.7% | -49.2% | -19.7% |
| 1Y | -29.4% | +68.1% | -97.5% | -37.6% |
| 3Y | +9.4% | +87.1% | -77.7% | -8.2% |
| 5Y | +2.3% | +47.6% | -45.4% | -11.7% |
| All | +789.1% | -48.4% | +837.5% | +796.8% |
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