+951.0%
SLB vs VTRS
+557.1%
+393.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +0.4% | -0.1% | +0.6% | +0.5% |
| 30D | +13.6% | +1.9% | +11.7% | +13.0% |
| 3M | +1.5% | +5.1% | -3.6% | -0.1% |
| 6M | +23.0% | +20.1% | +3.0% | +16.8% |
| YTD | +51.2% | +36.6% | +14.7% | +39.1% |
| 1Y | +63.5% | +64.1% | -0.6% | +43.7% |
| 3Y | +2.5% | +86.4% | -83.8% | -14.1% |
| 5Y | +139.2% | +40.9% | +98.3% | +110.1% |
| 10Y | -4.8% | -48.7% | +44.0% | -0.6% |
| All | +951.0% | +557.1% | +393.8% | +545.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling