+6.5%
IR vs VTRS
+84.5%
-78.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.5% | -2.2% | -2.3% | -3.9% |
| 30D | -13.9% | +3.3% | -17.3% | -14.8% |
| 3M | -0.3% | +2.0% | -2.3% | -1.2% |
| 6M | -14.3% | +19.9% | -34.3% | -19.3% |
| YTD | -7.9% | +35.7% | -43.6% | -16.5% |
| 1Y | -9.9% | +68.1% | -78.0% | -23.3% |
| 3Y | +6.5% | +87.1% | -80.5% | -15.8% |
| All | +6.5% | +84.5% | -78.0% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling