-10.9%
DOW vs VTRS
-28.1%
+17.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -6.0% | -3.5% | -2.6% | -4.8% |
| 30D | -2.7% | +2.1% | -4.9% | -3.6% |
| 3M | -10.5% | +2.6% | -13.1% | -12.0% |
| 6M | -12.4% | +17.8% | -30.2% | -19.5% |
| YTD | +30.0% | +35.7% | -5.6% | +12.4% |
| 1Y | +27.8% | +63.5% | -35.7% | +2.0% |
| 3Y | -34.9% | +85.1% | -120.1% | -52.1% |
| 5Y | -35.9% | +42.5% | -78.4% | -49.6% |
| All | -10.9% | -28.1% | +17.1% | -24.5% |
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