+284.9%
IR vs VTRS
-47.1%
+332.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -13.6% | +1.9% | -15.5% | -14.1% |
| 3M | +3.7% | +5.1% | -1.4% | +1.9% |
| 6M | -13.1% | +20.1% | -33.1% | -18.1% |
| YTD | -5.1% | +36.6% | -41.7% | -14.3% |
| 1Y | -6.5% | +64.1% | -70.6% | -20.3% |
| 3Y | +8.5% | +86.4% | -77.9% | -13.4% |
| 5Y | +43.3% | +40.9% | +2.4% | +20.5% |
| All | +284.9% | -47.1% | +332.0% | +258.8% |
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 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