+220.4%
GDXJ vs VTRS
+47.1%
+173.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | +5.0% | +3.3% | +1.6% | +4.3% |
| 3M | +24.1% | +2.0% | +22.1% | +23.3% |
| 6M | -7.4% | +19.9% | -27.3% | -11.0% |
| YTD | +10.2% | +35.7% | -25.5% | +3.6% |
| 1Y | +42.5% | +68.1% | -25.6% | +28.6% |
| 3Y | +285.7% | +87.1% | +198.6% | +234.9% |
| All | +220.4% | +47.1% | +173.3% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling