+6,206.9%
EW vs VTRS
+77.3%
+6,129.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -3.3% | +1.9% | -5.2% | -3.7% |
| 3M | +1.0% | +5.1% | -4.0% | -0.1% |
| 6M | +6.2% | +20.1% | -13.8% | +2.1% |
| YTD | +1.7% | +36.6% | -34.8% | -4.9% |
| 1Y | +8.1% | +64.1% | -56.0% | -2.8% |
| 3Y | +17.1% | +86.4% | -69.3% | +0.6% |
| 5Y | -29.4% | +40.9% | -70.2% | -37.1% |
| 10Y | +121.7% | -48.7% | +170.5% | +125.9% |
| All | +6,206.9% | +77.3% | +6,129.6% | +4,862.0% |
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 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