+96.2%
AGG vs VTRS
-14.5%
+110.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | -1.1% | +3.3% | -4.5% | -1.2% |
| 3M | -1.9% | +2.0% | -3.9% | -1.9% |
| 6M | -1.7% | +19.9% | -21.7% | -1.7% |
| YTD | -1.3% | +35.7% | -37.0% | -1.3% |
| 1Y | -0.7% | +68.1% | -68.8% | -0.8% |
| 3Y | +12.5% | +87.1% | -74.6% | +12.4% |
| 5Y | -2.5% | +47.6% | -50.1% | -2.6% |
| 10Y | +14.2% | -48.2% | +62.4% | +13.7% |
| All | +96.2% | -14.5% | +110.7% | +91.7% |
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