+1,370.0%
BAC vs VTRS
+557.1%
+812.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -0.7% | +1.9% | -2.6% | -1.3% |
| 3M | +16.9% | +5.1% | +11.9% | +15.0% |
| 6M | +29.6% | +20.1% | +9.5% | +22.6% |
| YTD | +15.3% | +36.6% | -21.3% | +5.0% |
| 1Y | +28.8% | +64.1% | -35.3% | +11.2% |
| 3Y | +136.4% | +86.4% | +50.0% | +92.9% |
| 5Y | +72.9% | +40.9% | +32.0% | +49.1% |
| 10Y | +391.8% | -48.7% | +440.5% | +414.3% |
| All | +1,370.0% | +557.1% | +812.9% | +640.1% |
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 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