+134.1%
BP vs VTRS
-48.4%
+182.5%
-63.9%
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% | -0.1% |
| 7D | +5.2% | -2.2% | +7.4% | +5.7% |
| 30D | +8.7% | +3.3% | +5.4% | +7.8% |
| 3M | +9.3% | +2.0% | +7.4% | +8.4% |
| 6M | +13.6% | +19.9% | -6.4% | +7.7% |
| YTD | +37.7% | +35.7% | +1.9% | +26.3% |
| 1Y | +40.6% | +68.1% | -27.5% | +21.9% |
| 3Y | +40.3% | +87.1% | -46.7% | +15.0% |
| 5Y | +141.4% | +47.6% | +93.8% | +105.7% |
| All | +134.1% | -48.4% | +182.5% | +123.1% |
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 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