+216.0%
C vs VTRS
+158.7%
+57.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +4.2% | +4.6% | -0.4% | +2.9% |
| 30D | +2.0% | +19.4% | -17.4% | -2.7% |
| 3M | -10.1% | +30.8% | -40.9% | -16.3% |
| 6M | +1.0% | +21.6% | -20.7% | -4.4% |
| YTD | +8.5% | +71.2% | -62.7% | -6.5% |
| 1Y | +25.7% | +97.6% | -71.9% | +4.4% |
| 3Y | +216.0% | +163.9% | +52.1% | +108.9% |
| All | +216.0% | +158.7% | +57.3% | +108.9% |
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