+297.8%
AA vs VTRS
+552.8%
-254.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.6% | -3.5% | +2.8% | +0.3% |
| 30D | -1.6% | +2.1% | -3.7% | -2.1% |
| 3M | -29.8% | +2.6% | -32.4% | -30.5% |
| 6M | -16.6% | +17.8% | -34.4% | -21.0% |
| YTD | -4.0% | +35.7% | -39.7% | -12.8% |
| 1Y | +63.5% | +63.5% | 0.0% | +40.3% |
| 3Y | +86.8% | +85.1% | +1.6% | +53.2% |
| 5Y | +12.4% | +42.5% | -30.1% | -2.5% |
| 10Y | +132.3% | -48.2% | +180.5% | +148.1% |
| All | +297.8% | +552.8% | -254.9% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling