+5,285.6%
O vs VTRS
+170.6%
+5,115.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.3% | -3.5% | +1.2% | -1.7% |
| 30D | -2.4% | +2.1% | -4.6% | -2.8% |
| 3M | -0.6% | +2.6% | -3.2% | -1.1% |
| 6M | -5.0% | +17.8% | -22.8% | -7.8% |
| YTD | +10.4% | +35.7% | -25.3% | +4.4% |
| 1Y | +6.6% | +63.5% | -56.9% | -2.5% |
| 3Y | +28.4% | +85.1% | -56.7% | +13.5% |
| 5Y | +15.3% | +42.5% | -27.2% | +4.6% |
| 10Y | +55.3% | -48.2% | +103.5% | +56.1% |
| All | +5,285.6% | +170.6% | +5,115.0% | +3,782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling