+1,419.7%
RF vs VTRS
+733.2%
+686.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -1.3% | +9.6% | -10.9% | -3.7% |
| 30D | +4.6% | +20.1% | -15.4% | -0.4% |
| 3M | -8.4% | +30.3% | -38.8% | -14.8% |
| 6M | +8.9% | +26.3% | -17.5% | +1.9% |
| YTD | +8.8% | +73.1% | -64.3% | -6.8% |
| 1Y | +18.9% | +94.7% | -75.8% | -1.3% |
| 3Y | +116.0% | +159.7% | -43.7% | +62.8% |
| 5Y | +46.0% | +79.7% | -33.7% | +19.4% |
| 10Y | +231.7% | -30.5% | +262.2% | +224.2% |
| All | +1,419.7% | +733.2% | +686.6% | +810.3% |
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