+105.5%
B vs VTRS
+81.4%
+24.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -7.3% | +4.6% | -11.9% | -8.1% |
| 30D | -3.3% | +19.4% | -22.7% | -6.5% |
| 3M | -7.8% | +30.8% | -38.5% | -12.2% |
| 6M | -15.5% | +21.6% | -37.2% | -18.8% |
| YTD | -12.3% | +71.2% | -83.4% | -20.4% |
| 1Y | +5.4% | +97.6% | -92.2% | -6.6% |
| 3Y | +165.5% | +163.9% | +1.7% | +123.2% |
| All | +105.5% | +81.4% | +24.1% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling