+4,968.6%
GLW vs VTRS
+552.8%
+4,415.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +16.9% | -3.5% | +20.3% | +17.7% |
| 30D | +7.0% | +2.1% | +4.9% | +6.4% |
| 3M | -3.0% | +2.6% | -5.6% | -4.1% |
| 6M | +31.0% | +17.8% | +13.2% | +25.5% |
| YTD | +93.4% | +35.7% | +57.8% | +79.9% |
| 1Y | +134.7% | +63.5% | +71.2% | +109.1% |
| 3Y | +471.8% | +85.1% | +386.7% | +386.7% |
| 5Y | +394.5% | +42.5% | +352.0% | +337.7% |
| 10Y | +867.9% | -48.2% | +916.1% | +894.9% |
| All | +4,968.6% | +552.8% | +4,415.9% | +2,649.6% |
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