+24.5%
BX vs VTRS
+84.5%
-60.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -5.6% | -2.2% | -3.4% | -4.9% |
| 30D | -12.2% | +3.3% | -15.5% | -13.2% |
| 3M | +7.4% | +2.0% | +5.4% | +6.4% |
| 6M | +22.2% | +19.9% | +2.2% | +14.0% |
| YTD | -14.0% | +35.7% | -49.7% | -23.2% |
| 1Y | -27.3% | +68.1% | -95.4% | -40.0% |
| 3Y | +24.5% | +87.1% | -62.5% | -16.6% |
| All | +24.5% | +84.5% | -60.0% | -16.6% |
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