+313.6%
IVV vs VTRS
-48.8%
+362.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -3.3% | +1.3% | -1.3% |
| 30D | -1.6% | +1.4% | -3.0% | -2.0% |
| 3M | +4.8% | +4.6% | +0.1% | +3.5% |
| 6M | +12.6% | +18.1% | -5.5% | +8.1% |
| YTD | +11.8% | +34.7% | -22.9% | +4.1% |
| 1Y | +17.6% | +65.6% | -48.1% | +4.5% |
| 3Y | +77.0% | +83.8% | -6.8% | +50.3% |
| 5Y | +82.6% | +46.5% | +36.1% | +59.0% |
| All | +313.6% | -48.8% | +362.4% | +305.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling