+821.5%
BAX vs VTRS
+552.8%
+268.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -5.1% | -3.5% | -1.6% | -4.5% |
| 30D | -12.2% | +2.1% | -14.3% | -12.5% |
| 3M | +21.8% | +2.6% | +19.2% | +21.2% |
| 6M | +36.3% | +17.8% | +18.5% | +32.3% |
| YTD | +27.8% | +35.7% | -7.8% | +20.8% |
| 1Y | -0.1% | +63.5% | -63.5% | -8.7% |
| 3Y | -33.3% | +85.1% | -118.4% | -40.8% |
| 5Y | -67.1% | +42.5% | -109.6% | -69.9% |
| 10Y | -36.9% | -48.2% | +11.3% | -35.7% |
| All | +821.5% | +552.8% | +268.7% | +360.1% |
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