-10.9%
MSCI vs VTRS
+40.7%
-51.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -4.7% | -3.3% | -1.4% | -4.1% |
| 30D | -2.2% | +1.4% | -3.5% | -2.5% |
| 3M | -9.7% | +4.6% | -14.3% | -10.8% |
| 6M | +0.3% | +18.1% | -17.8% | -3.6% |
| YTD | -3.5% | +34.7% | -38.2% | -10.2% |
| 1Y | -1.4% | +65.6% | -67.0% | -12.7% |
| 3Y | +6.6% | +83.8% | -77.2% | -12.1% |
| 5Y | -10.9% | +46.5% | -57.4% | -25.5% |
| All | -10.9% | +40.7% | -51.6% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling