+155.8%
EXC vs VTRS
-48.4%
+204.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -3.6% | +3.3% | -7.0% | -4.1% |
| 3M | -4.3% | +2.0% | -6.2% | -4.6% |
| 6M | -9.9% | +19.9% | -29.9% | -12.3% |
| YTD | +1.8% | +35.7% | -34.0% | -2.9% |
| 1Y | +2.9% | +68.1% | -65.2% | -4.9% |
| 3Y | +19.1% | +87.1% | -68.0% | +6.8% |
| 5Y | +44.8% | +47.6% | -2.8% | +32.0% |
| All | +155.8% | -48.4% | +204.2% | +142.3% |
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