+392.9%
BAC vs VTRS
-48.4%
+441.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | -2.8% | +3.3% | -6.1% | -3.8% |
| 3M | +14.2% | +2.0% | +12.2% | +13.1% |
| 6M | +30.5% | +19.9% | +10.6% | +22.2% |
| YTD | +15.8% | +35.7% | -19.9% | +3.6% |
| 1Y | +26.2% | +68.1% | -41.9% | +4.6% |
| 3Y | +136.5% | +87.1% | +49.4% | +82.9% |
| 5Y | +75.9% | +47.6% | +28.3% | +43.2% |
| All | +392.9% | -48.4% | +441.2% | +384.1% |
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