+568.6%
SE vs VTRS
-46.2%
+614.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -3.6% | -3.5% | -0.2% | -2.8% |
| 30D | -5.3% | +2.1% | -7.4% | -5.9% |
| 3M | +28.1% | +2.6% | +25.5% | +26.9% |
| 6M | +20.7% | +17.8% | +2.9% | +14.9% |
| YTD | -14.8% | +35.7% | -50.4% | -22.0% |
| 1Y | -43.6% | +63.5% | -107.1% | -51.1% |
| 3Y | +184.2% | +85.1% | +99.1% | +129.7% |
| 5Y | -66.3% | +42.5% | -108.8% | -71.6% |
| All | +568.6% | -46.2% | +614.8% | +492.6% |
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