+34.3%
IR vs VTRS
+40.7%
-6.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -3.1% | -3.3% | +0.2% | -2.0% |
| 30D | -14.0% | +1.4% | -15.4% | -14.4% |
| 3M | +3.7% | +4.6% | -0.9% | +2.0% |
| 6M | -15.4% | +18.1% | -33.4% | -20.2% |
| YTD | -7.7% | +34.7% | -42.3% | -16.7% |
| 1Y | -8.8% | +65.6% | -74.5% | -23.2% |
| 3Y | +5.6% | +83.8% | -78.2% | -17.4% |
| 5Y | +34.3% | +46.5% | -12.2% | +5.8% |
| All | +34.3% | +40.7% | -6.3% | +5.8% |
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 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