-67.4%
BAX vs VTRS
+47.1%
-114.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -7.9% | -2.2% | -5.7% | -7.1% |
| 30D | -11.7% | +3.3% | -15.0% | -12.8% |
| 3M | +16.2% | +2.0% | +14.2% | +15.3% |
| 6M | +32.0% | +19.9% | +12.0% | +23.3% |
| YTD | +24.7% | +35.7% | -11.0% | +11.5% |
| 1Y | -2.6% | +68.1% | -70.7% | -19.5% |
| 3Y | -35.0% | +87.1% | -122.1% | -49.4% |
| All | -67.4% | +47.1% | -114.5% | -74.6% |
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 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