+201.4%
B vs VTRS
-48.4%
+249.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | +6.3% | +3.3% | +3.0% | +6.0% |
| 3M | +12.1% | +2.0% | +10.2% | +11.8% |
| 6M | -3.1% | +19.9% | -23.0% | -4.8% |
| YTD | +2.0% | +35.7% | -33.8% | -0.8% |
| 1Y | +51.7% | +68.1% | -16.4% | +44.9% |
| 3Y | +190.5% | +87.1% | +103.4% | +174.3% |
| 5Y | +158.0% | +47.6% | +110.3% | +144.4% |
| All | +201.4% | -48.4% | +249.8% | +204.6% |
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