+958.5%
SLB vs VTRS
+567.8%
+390.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.8% | +3.3% | -2.5% | +0.1% |
| 30D | +15.8% | -3.6% | +19.5% | +16.6% |
| 3M | -0.3% | +7.0% | -7.3% | -2.3% |
| 6M | +21.3% | +17.5% | +3.9% | +15.9% |
| YTD | +52.3% | +38.8% | +13.5% | +39.6% |
| 1Y | +63.6% | +69.2% | -5.6% | +42.8% |
| 3Y | +3.8% | +77.5% | -73.7% | -12.1% |
| 5Y | +128.6% | +39.9% | +88.7% | +101.2% |
| 10Y | -3.1% | -47.1% | +44.1% | +0.6% |
| All | +958.5% | +567.8% | +390.7% | +547.8% |
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