+6,706.3%
CME vs VTRS
+47.9%
+6,658.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.9% | -0.1% | -2.7% | -2.9% |
| 30D | +5.5% | +1.9% | +3.7% | +5.0% |
| 3M | +11.0% | +5.1% | +5.9% | +9.3% |
| 6M | -9.7% | +20.1% | -29.8% | -14.1% |
| YTD | +4.9% | +36.6% | -31.7% | -3.5% |
| 1Y | +10.1% | +64.1% | -54.0% | -3.4% |
| 3Y | +53.5% | +86.4% | -32.8% | +26.4% |
| 5Y | +77.2% | +40.9% | +36.3% | +51.9% |
| 10Y | +282.1% | -48.7% | +330.9% | +289.8% |
| All | +6,706.3% | +47.9% | +6,658.5% | +2,692.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling