+1,139.1%
PSX vs VTRS
-6.1%
+1,145.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.8% | -3.5% | +5.3% | +2.8% |
| 30D | +21.6% | +2.1% | +19.5% | +20.9% |
| 3M | +46.5% | +2.6% | +43.8% | +44.8% |
| 6M | +62.0% | +17.8% | +44.2% | +52.7% |
| YTD | +106.3% | +35.7% | +70.7% | +85.7% |
| 1Y | +103.0% | +63.5% | +39.5% | +72.2% |
| 3Y | +135.5% | +85.1% | +50.4% | +87.5% |
| 5Y | +368.5% | +42.5% | +326.0% | +291.8% |
| 10Y | +386.6% | -48.2% | +434.8% | +375.2% |
| All | +1,139.1% | -6.1% | +1,145.2% | +681.5% |
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 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