+620.6%
MSCI vs VTRS
-48.4%
+669.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -3.2% | -2.2% | -1.0% | -2.8% |
| 30D | -1.1% | +3.3% | -4.5% | -1.8% |
| 3M | -6.3% | +2.0% | -8.3% | -6.9% |
| 6M | +2.1% | +19.9% | -17.8% | -2.1% |
| YTD | -2.3% | +35.7% | -38.0% | -9.0% |
| 1Y | -3.9% | +68.1% | -72.0% | -14.8% |
| 3Y | +7.5% | +87.1% | -79.6% | -9.3% |
| 5Y | -9.8% | +47.6% | -57.4% | -21.6% |
| All | +620.6% | -48.4% | +669.0% | +599.1% |
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 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