+2,490.2%
NVDL vs VTR
+113.9%
+2,376.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -10.3% | -0.3% | -10.0% | -10.3% |
| 30D | -7.1% | +1.1% | -8.2% | -7.1% |
| 3M | +6.6% | +7.9% | -1.3% | +6.0% |
| 6M | +21.1% | +6.2% | +14.9% | +20.8% |
| YTD | +15.2% | +17.7% | -2.5% | +14.3% |
| 1Y | +18.8% | +32.9% | -14.1% | +16.9% |
| 3Y | +649.9% | +129.7% | +520.2% | +571.9% |
| All | +2,490.2% | +113.9% | +2,376.3% | +2,308.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling