+1,449.6%
NET vs VTRS
-5.9%
+1,455.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -7.0% | +3.3% | -10.3% | -7.8% |
| 30D | -4.8% | -3.6% | -1.1% | -4.0% |
| 3M | +3.8% | +7.0% | -3.1% | +1.8% |
| 6M | +50.0% | +17.5% | +32.6% | +43.4% |
| YTD | +41.5% | +38.8% | +2.7% | +29.4% |
| 1Y | +32.8% | +69.2% | -36.4% | +15.1% |
| 3Y | +335.9% | +77.5% | +258.4% | +259.7% |
| 5Y | +113.8% | +39.9% | +73.9% | +78.8% |
| All | +1,449.6% | -5.9% | +1,455.5% | +1,422.0% |
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