-39.3%
BAX vs VTRS
-48.4%
+9.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -7.9% | -2.2% | -5.7% | -7.3% |
| 30D | -11.7% | +3.3% | -15.0% | -12.4% |
| 3M | +16.2% | +2.0% | +14.2% | +15.6% |
| 6M | +32.0% | +19.9% | +12.0% | +26.2% |
| YTD | +24.7% | +35.7% | -11.0% | +15.8% |
| 1Y | -2.6% | +68.1% | -70.7% | -14.1% |
| 3Y | -35.0% | +87.1% | -122.1% | -44.6% |
| 5Y | -67.6% | +47.6% | -115.2% | -71.7% |
| All | -39.3% | -48.4% | +9.0% | -41.1% |
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