+795.1%
BKNG vs VTRS
+79.0%
+716.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -10.7% | -3.3% | -7.4% | -9.8% |
| 30D | -18.1% | +1.4% | -19.5% | -18.4% |
| 3M | +8.5% | +4.6% | +3.9% | +7.1% |
| 6M | -0.1% | +18.1% | -18.1% | -4.6% |
| YTD | -18.2% | +34.7% | -52.9% | -25.0% |
| 1Y | -19.9% | +65.6% | -85.5% | -30.6% |
| 3Y | +41.6% | +83.8% | -42.2% | +15.9% |
| 5Y | +93.1% | +46.5% | +46.6% | +64.8% |
| 10Y | +214.8% | -48.6% | +263.4% | +223.6% |
| All | +795.1% | +79.0% | +716.1% | +577.1% |
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