+99.6%
DE vs VTRS
+47.1%
+52.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.6% | -2.2% | -0.4% | -2.1% |
| 30D | +9.0% | +3.3% | +5.7% | +8.3% |
| 3M | +19.1% | +2.0% | +17.2% | +18.3% |
| 6M | +14.4% | +19.9% | -5.6% | +9.3% |
| YTD | +45.9% | +35.7% | +10.2% | +35.4% |
| 1Y | +43.6% | +68.1% | -24.5% | +26.8% |
| 3Y | +75.9% | +87.1% | -11.2% | +47.2% |
| All | +99.6% | +47.1% | +52.5% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling