+3.4%
EXC vs VTRS
+90.6%
-87.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.6% |
| 7D | +3.3% | +2.4% | +0.9% | +3.2% |
| 30D | +13.3% | +9.1% | +4.2% | +13.1% |
| 3M | +1.8% | +9.4% | -7.6% | +1.7% |
| 6M | +1.1% | +28.3% | -27.2% | +1.5% |
| YTD | +9.0% | +58.0% | -49.0% | +8.6% |
| 1Y | +3.4% | +89.7% | -86.4% | +1.9% |
| All | +3.4% | +90.6% | -87.3% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling