+24.2%
FIX vs VTRS
+96.7%
-72.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +9.4% | +4.6% | +4.9% | +8.3% |
| 30D | -27.8% | +19.4% | -47.2% | -30.3% |
| 3M | -35.6% | +30.8% | -66.3% | -38.9% |
| 6M | -45.2% | +21.6% | -66.9% | -47.2% |
| YTD | +19.5% | +71.2% | -51.7% | +3.4% |
| 1Y | +24.2% | +97.6% | -73.4% | +0.1% |
| All | +24.2% | +96.7% | -72.5% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling