+1,514.2%
RF vs VTRS
+567.8%
+946.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.3% | +3.3% | -2.0% | +0.4% |
| 30D | -3.6% | -3.6% | 0.0% | -2.8% |
| 3M | +8.1% | +7.0% | +1.1% | +5.9% |
| 6M | +11.5% | +17.5% | -6.0% | +6.3% |
| YTD | +15.6% | +38.8% | -23.2% | +5.1% |
| 1Y | +15.7% | +69.2% | -53.5% | -0.5% |
| 3Y | +86.9% | +77.5% | +9.4% | +55.9% |
| 5Y | +89.8% | +39.9% | +49.9% | +65.9% |
| 10Y | +344.7% | -47.1% | +391.8% | +365.7% |
| All | +1,514.2% | +567.8% | +946.4% | +926.8% |
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