+615.0%
F vs VTRS
+567.8%
+47.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +5.3% | +3.3% | +2.0% | +4.5% |
| 30D | +4.6% | -3.6% | +8.2% | +5.4% |
| 3M | -3.7% | +7.0% | -10.6% | -5.3% |
| 6M | +16.8% | +17.5% | -0.6% | +12.4% |
| YTD | +15.3% | +38.8% | -23.5% | +6.5% |
| 1Y | +31.0% | +69.2% | -38.2% | +15.3% |
| 3Y | +45.4% | +77.5% | -32.0% | +25.0% |
| 5Y | +54.7% | +39.9% | +14.8% | +38.6% |
| 10Y | +98.2% | -47.1% | +145.3% | +104.1% |
| All | +615.0% | +567.8% | +47.2% | +303.6% |
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