+659.1%
B vs VTRS
+723.7%
-64.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -7.3% | +4.6% | -11.9% | -7.6% |
| 30D | -3.3% | +19.4% | -22.7% | -4.5% |
| 3M | -7.8% | +30.8% | -38.5% | -9.4% |
| 6M | -15.5% | +21.6% | -37.2% | -16.7% |
| YTD | -12.3% | +71.2% | -83.4% | -15.4% |
| 1Y | +5.4% | +97.6% | -92.2% | +0.7% |
| 3Y | +165.5% | +163.9% | +1.7% | +148.2% |
| 5Y | +107.0% | +82.1% | +24.9% | +96.4% |
| 10Y | +210.6% | -31.3% | +241.9% | +204.9% |
| All | +659.1% | +723.7% | -64.5% | +650.7% |
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