+40.3%
BP vs VTRS
+84.5%
-44.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +5.2% | -2.2% | +7.4% | +5.4% |
| 30D | +8.7% | +3.3% | +5.4% | +8.4% |
| 3M | +9.3% | +2.0% | +7.4% | +8.9% |
| 6M | +13.6% | +19.9% | -6.4% | +10.9% |
| YTD | +37.7% | +35.7% | +1.9% | +31.8% |
| 1Y | +40.6% | +68.1% | -27.5% | +30.5% |
| 3Y | +40.3% | +87.1% | -46.7% | +26.6% |
| All | +40.3% | +84.5% | -44.2% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling