+1,707.5%
AMAT vs VTRS
-48.8%
+1,756.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | +6.9% | -3.5% | +10.4% | +8.1% |
| 30D | -10.1% | +2.1% | -12.2% | -10.8% |
| 3M | -6.0% | +2.6% | -8.6% | -7.4% |
| 6M | +38.6% | +17.8% | +20.9% | +29.7% |
| YTD | +83.1% | +35.7% | +47.4% | +63.1% |
| 1Y | +188.3% | +63.5% | +124.9% | +140.5% |
| 3Y | +225.3% | +85.1% | +140.2% | +152.4% |
| 5Y | +262.0% | +42.5% | +219.5% | +197.0% |
| 10Y | +1,707.5% | -48.2% | +1,755.7% | +1,763.8% |
| All | +1,707.5% | -48.8% | +1,756.3% | +1,763.8% |
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