+18.7%
EWZ vs VTRS
+158.7%
-140.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.8% | +4.6% | -3.8% | 0.0% |
| 30D | -24.4% | +19.4% | -43.7% | -26.6% |
| 3M | -4.6% | +30.8% | -35.4% | -8.9% |
| 6M | -11.6% | +21.6% | -33.2% | -14.7% |
| YTD | +2.4% | +71.2% | -68.8% | -7.6% |
| 1Y | +2.1% | +97.6% | -95.5% | -10.3% |
| 3Y | +18.7% | +163.9% | -145.2% | -1.5% |
| All | +18.7% | +158.7% | -140.0% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling