+32.6%
NET vs VTRS
+71.5%
-38.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.1% |
| 7D | -16.4% | +2.4% | -18.8% | -17.0% |
| 30D | -25.8% | +9.1% | -34.9% | -28.0% |
| 3M | -11.5% | +9.4% | -20.9% | -14.4% |
| 6M | +18.9% | +28.3% | -9.4% | +9.0% |
| YTD | +35.2% | +58.0% | -22.8% | +15.7% |
| 1Y | +14.5% | +89.7% | -75.3% | -8.0% |
| 3Y | +313.8% | +135.2% | +178.6% | +183.9% |
| 5Y | +32.6% | +73.4% | -40.8% | -1.9% |
| All | +32.6% | +71.5% | -38.9% | -1.9% |
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