+91.3%
RF vs VTRS
+88.4%
+2.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -3.4% | +1.9% | -5.2% | -3.9% |
| 3M | +6.4% | +5.1% | +1.3% | +4.6% |
| 6M | +13.4% | +20.1% | -6.7% | +6.8% |
| YTD | +14.2% | +36.6% | -22.3% | +3.2% |
| 1Y | +15.7% | +64.1% | -48.4% | -1.5% |
| 3Y | +91.3% | +86.4% | +5.0% | +29.7% |
| All | +91.3% | +88.4% | +2.9% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling