+74.5%
GDXJ vs VTRS
+15.9%
+58.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -2.8% | -2.2% | -0.6% | -2.4% |
| 30D | +5.0% | +3.3% | +1.6% | +4.4% |
| 3M | +24.1% | +2.0% | +22.1% | +23.5% |
| 6M | -7.4% | +19.9% | -27.3% | -10.2% |
| YTD | +10.2% | +35.7% | -25.5% | +4.7% |
| 1Y | +42.5% | +68.1% | -25.6% | +30.7% |
| 3Y | +285.7% | +87.1% | +198.6% | +243.0% |
| 5Y | +231.9% | +47.6% | +184.2% | +200.9% |
| 10Y | +230.0% | -48.2% | +278.2% | +231.0% |
| All | +74.5% | +15.9% | +58.6% | -8.5% |
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