+3,553.2%
FIX vs VTRS
-30.6%
+3,583.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +9.4% | +4.6% | +4.9% | +8.1% |
| 30D | -27.8% | +19.4% | -47.2% | -31.4% |
| 3M | -35.6% | +30.8% | -66.3% | -40.4% |
| 6M | -45.2% | +21.6% | -66.9% | -48.6% |
| YTD | +19.5% | +71.2% | -51.7% | +0.9% |
| 1Y | +24.2% | +97.6% | -73.4% | +0.5% |
| 3Y | +494.2% | +163.9% | +330.3% | +324.1% |
| 5Y | +1,036.1% | +82.1% | +954.0% | +779.9% |
| All | +3,553.2% | -30.6% | +3,583.8% | +3,147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling