+84.5%
VTR vs NWSA
+40.0%
+44.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.3% | -2.8% | +2.5% | +0.5% |
| 30D | +1.1% | +3.0% | -1.9% | +0.2% |
| 3M | +7.9% | +12.3% | -4.4% | +4.1% |
| 6M | +6.2% | +21.9% | -15.7% | -0.2% |
| YTD | +17.7% | +13.6% | +4.2% | +12.6% |
| 1Y | +32.9% | +0.5% | +32.4% | +31.9% |
| 3Y | +129.7% | +43.8% | +85.9% | +97.2% |
| All | +84.5% | +40.0% | +44.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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