+117.8%
EW vs VTRS
-48.4%
+166.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -6.2% | -2.2% | -4.0% | -5.7% |
| 30D | -9.3% | +3.3% | -12.6% | -9.9% |
| 3M | -1.6% | +2.0% | -3.6% | -2.2% |
| 6M | -0.8% | +19.9% | -20.8% | -4.7% |
| YTD | -1.0% | +35.7% | -36.8% | -7.5% |
| 1Y | +8.2% | +68.1% | -59.9% | -3.4% |
| 3Y | +12.7% | +87.1% | -74.4% | -3.8% |
| 5Y | -30.2% | +47.6% | -77.8% | -38.8% |
| All | +117.8% | -48.4% | +166.1% | +119.0% |
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