+851.0%
SLB vs VTRS
+723.7%
+127.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +3.5% | +4.6% | -1.1% | +2.4% |
| 30D | +6.5% | +19.4% | -12.9% | +2.1% |
| 3M | -0.2% | +30.8% | -31.0% | -6.5% |
| 6M | -5.7% | +21.6% | -27.4% | -10.5% |
| YTD | +36.8% | +71.2% | -34.3% | +19.2% |
| 1Y | +45.8% | +97.6% | -51.8% | +22.7% |
| 3Y | +3.4% | +163.9% | -160.5% | -20.2% |
| 5Y | +76.1% | +82.1% | -6.0% | +45.5% |
| 10Y | -13.0% | -31.3% | +18.2% | -14.9% |
| All | +851.0% | +723.7% | +127.3% | +453.2% |
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 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