+1,003.0%
BE vs VTRS
-43.1%
+1,046.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.4% |
| 7D | +9.0% | -2.2% | +11.2% | +9.9% |
| 30D | +16.3% | +3.3% | +13.0% | +14.8% |
| 3M | +10.8% | +2.0% | +8.8% | +8.8% |
| 6M | +73.2% | +19.9% | +53.3% | +59.0% |
| YTD | +217.4% | +35.7% | +181.6% | +178.5% |
| 1Y | +309.8% | +68.1% | +241.7% | +228.3% |
| 3Y | +1,726.2% | +87.1% | +1,639.1% | +1,257.5% |
| 5Y | +1,306.2% | +47.6% | +1,258.5% | +1,004.9% |
| All | +1,003.0% | -43.1% | +1,046.1% | +898.4% |
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