+335.4%
RF vs VTRS
-48.8%
+384.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.6% | -3.3% | +1.7% | -0.3% |
| 30D | -4.3% | +1.4% | -5.6% | -4.8% |
| 3M | +5.9% | +4.6% | +1.2% | +3.6% |
| 6M | +14.1% | +18.1% | -3.9% | +6.1% |
| YTD | +13.8% | +34.7% | -20.9% | -0.1% |
| 1Y | +15.2% | +65.6% | -50.4% | -7.2% |
| 3Y | +90.6% | +83.8% | +6.8% | +41.6% |
| 5Y | +88.9% | +46.5% | +42.4% | +49.1% |
| All | +335.4% | -48.8% | +384.1% | +321.9% |
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 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