+59.5%
EWZ vs VTRS
+47.1%
+12.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | +12.8% | +3.3% | +9.5% | +12.1% |
| 3M | +10.8% | +2.0% | +8.8% | +10.1% |
| 6M | +2.5% | +19.9% | -17.4% | -1.4% |
| YTD | +21.4% | +35.7% | -14.4% | +14.0% |
| 1Y | +32.8% | +68.1% | -35.3% | +19.8% |
| 3Y | +45.2% | +87.1% | -41.9% | +25.6% |
| All | +59.5% | +47.1% | +12.4% | +38.7% |
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