+25.8%
LIN vs VTRS
+88.4%
-62.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -3.5% | -0.1% | -3.3% | -3.4% |
| 30D | -4.1% | +1.9% | -5.9% | -4.4% |
| 3M | -6.4% | +5.1% | -11.4% | -7.2% |
| 6M | -2.4% | +20.1% | -22.5% | -5.4% |
| YTD | +10.9% | +36.6% | -25.6% | +5.4% |
| 1Y | 0.0% | +64.1% | -64.1% | -7.8% |
| 3Y | +25.8% | +86.4% | -60.5% | +10.8% |
| All | +25.8% | +88.4% | -62.6% | +10.8% |
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