+149.4%
EWT vs VTRS
+47.1%
+102.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | +4.5% | +3.3% | +1.1% | +3.8% |
| 3M | +8.3% | +2.0% | +6.3% | +7.5% |
| 6M | +54.2% | +19.9% | +34.3% | +47.6% |
| YTD | +74.6% | +35.7% | +38.8% | +62.7% |
| 1Y | +84.9% | +68.1% | +16.8% | +64.6% |
| 3Y | +197.5% | +87.1% | +110.4% | +153.1% |
| All | +149.4% | +47.1% | +102.3% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling