-33.9%
BAX vs VTRS
+83.1%
-117.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -5.4% | -3.3% | -2.1% | -4.0% |
| 30D | -12.4% | +1.4% | -13.8% | -13.0% |
| 3M | +19.1% | +4.6% | +14.5% | +16.7% |
| 6M | +38.6% | +18.1% | +20.5% | +28.7% |
| YTD | +26.7% | +34.7% | -8.0% | +11.6% |
| 1Y | +1.0% | +65.6% | -64.6% | -18.5% |
| All | -33.9% | +83.1% | -117.0% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling