+632.4%
GEV vs VTRS
+56.6%
+575.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | -7.9% | +3.3% | -11.3% | -8.2% |
| 3M | +5.6% | +2.0% | +3.6% | +5.4% |
| 6M | +13.1% | +19.9% | -6.9% | +9.8% |
| YTD | +46.7% | +35.7% | +11.0% | +40.6% |
| 1Y | +51.3% | +68.1% | -16.8% | +41.2% |
| All | +632.4% | +56.6% | +575.8% | +598.6% |
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