+292.4%
C vs VTRS
-48.4%
+340.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.6% |
| 30D | +0.9% | +3.3% | -2.4% | -0.3% |
| 3M | +1.1% | +2.0% | -0.9% | 0.0% |
| 6M | +28.4% | +19.9% | +8.4% | +19.5% |
| YTD | +20.8% | +35.7% | -15.0% | +7.0% |
| 1Y | +43.4% | +68.1% | -24.6% | +16.9% |
| 3Y | +274.9% | +87.1% | +187.8% | +183.1% |
| 5Y | +136.7% | +47.6% | +89.0% | +89.5% |
| All | +292.4% | -48.4% | +340.8% | +279.6% |
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 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