-52.0%
ROKU vs VTRS
+47.1%
-99.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.6% |
| 30D | +2.1% | +3.3% | -1.2% | +0.3% |
| 3M | +29.5% | +2.0% | +27.5% | +27.4% |
| 6M | +53.8% | +19.9% | +33.8% | +38.6% |
| YTD | +42.8% | +35.7% | +7.1% | +19.8% |
| 1Y | +60.7% | +68.1% | -7.4% | +19.8% |
| 3Y | +83.9% | +87.1% | -3.2% | +20.2% |
| All | -52.0% | +47.1% | -99.1% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling