+158.8%
EXPE vs VTRS
+83.1%
+75.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -8.7% | -3.3% | -5.4% | -7.7% |
| 30D | -13.6% | +1.4% | -15.0% | -14.1% |
| 3M | +26.6% | +4.6% | +22.0% | +24.9% |
| 6M | +19.9% | +18.1% | +1.9% | +13.7% |
| YTD | -1.7% | +34.7% | -36.4% | -11.2% |
| 1Y | +29.4% | +65.6% | -36.2% | +9.1% |
| All | +158.8% | +83.1% | +75.7% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling