+376.1%
GLW vs VTRS
+40.7%
+335.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | +11.7% | -3.3% | +15.0% | +12.7% |
| 30D | +2.7% | +1.4% | +1.3% | +2.2% |
| 3M | -2.8% | +4.6% | -7.5% | -4.9% |
| 6M | +20.2% | +18.1% | +2.1% | +13.0% |
| YTD | +87.3% | +34.7% | +52.6% | +70.6% |
| 1Y | +119.6% | +65.6% | +54.0% | +88.5% |
| 3Y | +453.7% | +83.8% | +369.9% | +340.1% |
| 5Y | +376.1% | +46.5% | +329.6% | +280.2% |
| All | +376.1% | +40.7% | +335.4% | +280.2% |
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