+361.5%
ALL vs VTRS
-48.4%
+409.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -0.4% | +3.3% | -3.7% | -1.1% |
| 3M | +16.0% | +2.0% | +14.0% | +15.3% |
| 6M | +24.6% | +19.9% | +4.6% | +19.5% |
| YTD | +23.7% | +35.7% | -12.1% | +15.2% |
| 1Y | +27.7% | +68.1% | -40.4% | +13.4% |
| 3Y | +150.2% | +87.1% | +63.2% | +111.5% |
| 5Y | +117.1% | +47.6% | +69.4% | +88.8% |
| All | +361.5% | -48.4% | +409.9% | +339.3% |
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