+14,232.0%
DE vs VTRS
+553.2%
+13,678.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.4% |
| 6M | +14.4% | +19.9% | -5.6% | +9.8% |
| YTD | +45.9% | +35.7% | +10.2% | +36.4% |
| 1Y | +43.6% | +68.1% | -24.5% | +28.1% |
| 3Y | +75.9% | +87.1% | -11.2% | +51.0% |
| 5Y | +98.8% | +47.6% | +51.1% | +75.3% |
| 10Y | +861.4% | -48.2% | +909.6% | +884.0% |
| All | +14,232.0% | +553.2% | +13,678.8% | +7,299.7% |
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 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