+420.3%
NVT vs VTRS
+47.1%
+373.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.4% |
| 7D | +4.1% | -2.2% | +6.3% | +4.6% |
| 30D | -5.1% | +3.3% | -8.4% | -5.9% |
| 3M | -1.2% | +2.0% | -3.2% | -2.2% |
| 6M | +46.6% | +19.9% | +26.6% | +38.2% |
| YTD | +60.0% | +35.7% | +24.3% | +45.7% |
| 1Y | +70.8% | +68.1% | +2.7% | +46.1% |
| 3Y | +187.5% | +87.1% | +100.5% | +127.6% |
| All | +420.3% | +47.1% | +373.2% | +313.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling