+3.2%
AA vs VTRS
+47.1%
-43.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -3.4% | -2.2% | -1.2% | -2.5% |
| 30D | -5.8% | +3.3% | -9.1% | -7.1% |
| 3M | -29.9% | +2.0% | -31.9% | -30.9% |
| 6M | -27.0% | +19.9% | -47.0% | -33.4% |
| YTD | -8.7% | +35.7% | -44.4% | -21.4% |
| 1Y | +50.6% | +68.1% | -17.5% | +16.7% |
| 3Y | +74.1% | +87.1% | -13.0% | +22.3% |
| All | +3.2% | +47.1% | -43.9% | -25.5% |
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