+147.5%
GE vs VTRS
-48.4%
+195.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | -4.0% | -2.2% | -1.8% | -3.4% |
| 30D | -11.4% | +3.3% | -14.7% | -12.3% |
| 3M | -2.6% | +2.0% | -4.6% | -3.5% |
| 6M | -0.3% | +19.9% | -20.3% | -5.8% |
| YTD | +5.4% | +35.7% | -30.4% | -4.2% |
| 1Y | +15.5% | +68.1% | -52.6% | -1.6% |
| 3Y | +260.8% | +87.1% | +173.7% | +185.8% |
| 5Y | +421.6% | +47.6% | +374.0% | +331.7% |
| All | +147.5% | -48.4% | +195.8% | +137.8% |
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