+760.2%
IVV vs VTRS
+139.6%
+620.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | +4.6% | -2.0% | +1.5% |
| 30D | -2.0% | +19.4% | -21.4% | -6.0% |
| 3M | -2.8% | +30.8% | -33.5% | -8.8% |
| 6M | +2.2% | +21.6% | -19.5% | -2.9% |
| YTD | +11.5% | +71.2% | -59.6% | -2.6% |
| 1Y | +13.5% | +97.6% | -84.1% | -4.2% |
| 3Y | +78.1% | +163.9% | -85.8% | +37.0% |
| 5Y | +73.1% | +82.1% | -9.0% | +42.0% |
| 10Y | +310.4% | -31.3% | +341.7% | +292.3% |
| All | +760.2% | +139.6% | +620.6% | +428.1% |
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