+4,404.4%
DELL vs VTRS
-48.4%
+4,452.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.8% |
| 7D | +8.2% | -2.2% | +10.4% | +8.9% |
| 30D | +17.1% | +3.3% | +13.8% | +16.2% |
| 3M | +45.2% | +2.0% | +43.2% | +43.7% |
| 6M | +286.8% | +19.9% | +266.8% | +265.0% |
| YTD | +354.8% | +35.7% | +319.0% | +314.1% |
| 1Y | +358.3% | +68.1% | +290.2% | +291.2% |
| 3Y | +724.9% | +87.1% | +637.8% | +567.3% |
| 5Y | +1,193.7% | +47.6% | +1,146.0% | +986.0% |
| All | +4,404.4% | -48.4% | +4,452.8% | +4,097.7% |
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 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