+566.9%
VTRS vs NTRS
+7,800.3%
-7,233.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -2.2% | +1.4% | -3.6% | -2.7% |
| 30D | +3.3% | -0.7% | +4.0% | +3.5% |
| 3M | +2.0% | +11.3% | -9.3% | -2.0% |
| 6M | +19.9% | +35.5% | -15.6% | +7.0% |
| YTD | +35.7% | +40.6% | -4.9% | +19.2% |
| 1Y | +68.1% | +49.2% | +18.9% | +44.1% |
| 3Y | +87.1% | +167.2% | -80.1% | +27.7% |
| 5Y | +47.6% | +94.9% | -47.3% | +11.5% |
| 10Y | -48.2% | +259.5% | -307.6% | -69.3% |
| All | +566.9% | +7,800.3% | -7,233.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 all: compounded portfolio wealth divided by compounded NTRS 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…
all analysis · Full analysis span regression · 6 months rolling