+91.1%
EXE vs VTRS
+47.1%
+44.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -3.1% | -2.2% | -1.0% | -2.8% |
| 30D | -0.9% | +3.3% | -4.2% | -1.5% |
| 3M | +9.6% | +2.0% | +7.6% | +8.9% |
| 6M | -11.6% | +19.9% | -31.5% | -15.0% |
| YTD | -12.6% | +35.7% | -48.3% | -18.5% |
| 1Y | +1.2% | +68.1% | -66.9% | -10.1% |
| 3Y | +18.0% | +87.1% | -69.1% | -1.0% |
| All | +91.1% | +47.1% | +44.0% | +57.3% |
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 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