+14,546.7%
NVDA vs VTRS
-48.4%
+14,595.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | -2.5% | +3.3% | -5.8% | -3.3% |
| 3M | +6.7% | +2.0% | +4.7% | +5.6% |
| 6M | +17.6% | +19.9% | -2.3% | +11.0% |
| YTD | +17.3% | +35.7% | -18.4% | +6.7% |
| 1Y | +23.5% | +68.1% | -44.6% | +5.3% |
| 3Y | +384.6% | +87.1% | +297.5% | +286.3% |
| 5Y | +875.4% | +47.6% | +827.8% | +712.8% |
| All | +14,546.7% | -48.4% | +14,595.0% | +14,922.6% |
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