+553.4%
SE vs VTRS
-46.2%
+599.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -5.2% | -2.2% | -3.0% | -4.7% |
| 30D | -17.1% | +3.3% | -20.4% | -17.8% |
| 3M | +24.0% | +2.0% | +22.0% | +23.0% |
| 6M | +21.0% | +19.9% | +1.0% | +14.7% |
| YTD | -16.7% | +35.7% | -52.5% | -23.8% |
| 1Y | -45.9% | +68.1% | -114.0% | -53.5% |
| 3Y | +177.8% | +87.1% | +90.7% | +123.8% |
| 5Y | -67.4% | +47.6% | -115.0% | -72.7% |
| All | +553.4% | -46.2% | +599.6% | +479.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling