+558.6%
QQQ vs VTRS
-48.4%
+606.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.6% | -2.2% | +1.6% | -0.1% |
| 30D | -1.2% | +3.3% | -4.5% | -1.9% |
| 3M | -0.2% | +2.0% | -2.2% | -0.9% |
| 6M | +17.9% | +19.9% | -2.0% | +12.8% |
| YTD | +16.6% | +35.7% | -19.1% | +8.4% |
| 1Y | +23.0% | +68.1% | -45.1% | +8.8% |
| 3Y | +92.9% | +87.1% | +5.9% | +63.0% |
| 5Y | +95.6% | +47.6% | +48.0% | +69.7% |
| All | +558.6% | -48.4% | +606.9% | +553.7% |
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