+46.4%
VTRS vs NTR
+45.7%
+0.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | +3.3% | +16.8% | -13.5% | +1.3% |
| 3M | +2.0% | +20.7% | -18.8% | -0.5% |
| 6M | +19.9% | +0.5% | +19.4% | +19.5% |
| YTD | +35.7% | +29.2% | +6.5% | +29.7% |
| 1Y | +68.1% | +39.6% | +28.5% | +58.4% |
| 3Y | +87.1% | +37.9% | +49.2% | +73.8% |
| All | +46.4% | +45.7% | +0.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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