+45.6%
EXC vs VTRS
+40.7%
+4.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | -2.4% | +1.4% | -3.7% | -2.5% |
| 3M | -4.0% | +4.6% | -8.6% | -4.5% |
| 6M | -9.8% | +18.1% | -27.9% | -11.5% |
| YTD | +2.3% | +34.7% | -32.4% | -1.5% |
| 1Y | +3.8% | +65.6% | -61.8% | -2.7% |
| 3Y | +19.7% | +83.8% | -64.0% | +8.9% |
| 5Y | +45.6% | +46.5% | -0.9% | +30.4% |
| All | +45.6% | +40.7% | +4.9% | +30.4% |
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