+17.6%
ABNB vs VTRS
+19.4%
-1.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -6.5% | -2.2% | -4.3% | -5.8% |
| 30D | -5.5% | +3.3% | -8.8% | -6.5% |
| 3M | +30.0% | +2.0% | +28.1% | +28.9% |
| 6M | +27.6% | +19.9% | +7.6% | +19.6% |
| YTD | +25.4% | +35.7% | -10.3% | +12.2% |
| 1Y | +38.3% | +68.1% | -29.8% | +15.0% |
| 3Y | +15.5% | +87.1% | -71.6% | -10.5% |
| 5Y | +3.0% | +47.6% | -44.6% | -18.7% |
| All | +17.6% | +19.4% | -1.8% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling