+773.5%
EXPE vs VTRS
+19.7%
+753.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -11.5% | -3.5% | -8.1% | -10.5% |
| 30D | -13.1% | +2.1% | -15.2% | -13.7% |
| 3M | +18.1% | +2.6% | +15.5% | +17.1% |
| 6M | +13.3% | +17.8% | -4.5% | +7.1% |
| YTD | -3.2% | +35.7% | -38.9% | -13.1% |
| 1Y | +26.1% | +63.5% | -37.3% | +6.1% |
| 3Y | +151.7% | +85.1% | +66.6% | +97.9% |
| 5Y | +88.3% | +42.5% | +45.9% | +57.7% |
| 10Y | +158.0% | -48.2% | +206.2% | +165.0% |
| All | +773.5% | +19.7% | +753.8% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling