+114.1%
DT vs VTRS
-0.6%
+114.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | +3.0% | +3.3% | -0.3% | +2.1% |
| 3M | +26.5% | +2.0% | +24.5% | +25.5% |
| 6M | +35.9% | +19.9% | +16.0% | +28.6% |
| YTD | +17.8% | +35.7% | -17.9% | +7.4% |
| 1Y | +4.1% | +68.1% | -64.0% | -10.8% |
| 3Y | +5.3% | +87.1% | -81.8% | -15.9% |
| 5Y | -27.2% | +47.6% | -74.8% | -39.8% |
| All | +114.1% | -0.6% | +114.7% | +85.4% |
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