+75.6%
BAC vs VTRS
+40.7%
+34.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -0.3% | -3.3% | +3.1% | +0.7% |
| 30D | -1.8% | +1.4% | -3.1% | -2.2% |
| 3M | +15.3% | +4.6% | +10.6% | +13.4% |
| 6M | +30.2% | +18.1% | +12.1% | +23.0% |
| YTD | +15.6% | +34.7% | -19.1% | +4.5% |
| 1Y | +27.5% | +65.6% | -38.2% | +7.6% |
| 3Y | +137.0% | +83.8% | +53.3% | +84.4% |
| 5Y | +75.6% | +46.5% | +29.1% | +38.1% |
| All | +75.6% | +40.7% | +34.9% | +38.1% |
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 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