+91.2%
EWZ vs VTRS
-48.8%
+140.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +1.1% | -3.3% | +4.4% | +2.0% |
| 30D | +13.5% | +1.4% | +12.1% | +13.1% |
| 3M | +15.2% | +4.6% | +10.6% | +13.6% |
| 6M | +3.7% | +18.1% | -14.3% | -1.2% |
| YTD | +22.5% | +34.7% | -12.1% | +12.5% |
| 1Y | +35.3% | +65.6% | -30.4% | +17.3% |
| 3Y | +50.2% | +83.8% | -33.6% | +23.4% |
| 5Y | +64.6% | +46.5% | +18.1% | +39.2% |
| All | +91.2% | -48.8% | +140.0% | +92.3% |
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