+406.7%
BNY vs VTRS
-48.4%
+455.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | -0.2% | +3.3% | -3.5% | -1.1% |
| 3M | +14.9% | +2.0% | +12.9% | +13.9% |
| 6M | +40.0% | +19.9% | +20.0% | +32.2% |
| YTD | +42.0% | +35.7% | +6.2% | +29.2% |
| 1Y | +56.9% | +68.1% | -11.2% | +34.1% |
| 3Y | +289.9% | +87.1% | +202.8% | +213.0% |
| 5Y | +259.2% | +47.6% | +211.6% | +201.5% |
| All | +406.7% | -48.4% | +455.1% | +392.4% |
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