+126.0%
DUK vs VTRS
-48.4%
+174.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -2.4% | +3.3% | -5.8% | -2.7% |
| 3M | -3.0% | +2.0% | -5.0% | -3.2% |
| 6M | -6.6% | +19.9% | -26.5% | -8.2% |
| YTD | +4.6% | +35.7% | -31.2% | +1.4% |
| 1Y | +1.2% | +68.1% | -66.9% | -3.9% |
| 3Y | +45.7% | +87.1% | -41.4% | +35.4% |
| 5Y | +40.3% | +47.6% | -7.3% | +31.7% |
| All | +126.0% | -48.4% | +174.4% | +113.2% |
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