+156.3%
ECL vs VTRS
-48.4%
+204.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | -0.8% | +3.3% | -4.1% | -1.5% |
| 3M | +5.0% | +2.0% | +3.1% | +4.4% |
| 6M | +0.2% | +19.9% | -19.7% | -3.9% |
| YTD | +5.8% | +35.7% | -30.0% | -1.4% |
| 1Y | +1.5% | +68.1% | -66.6% | -9.6% |
| 3Y | +55.0% | +87.1% | -32.1% | +31.8% |
| 5Y | +29.3% | +47.6% | -18.4% | +12.9% |
| All | +156.3% | -48.4% | +204.7% | +143.2% |
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