-40.9%
SE vs VTRS
+66.3%
-107.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.1% | +3.3% | -9.4% | -6.5% |
| 30D | -2.5% | -3.6% | +1.2% | -2.0% |
| 3M | +21.7% | +7.0% | +14.8% | +20.5% |
| 6M | +27.0% | +17.5% | +9.5% | +22.7% |
| YTD | -12.1% | +38.8% | -50.9% | -12.6% |
| 1Y | -40.9% | +69.2% | -110.1% | -40.2% |
| All | -40.9% | +66.3% | -107.2% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling