-14.4%
SMR vs VTRS
+79.5%
-94.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -15.9% |
| 7D | -11.2% | -2.2% | -9.0% | -10.8% |
| 30D | -10.2% | +3.3% | -13.5% | -11.0% |
| 3M | -10.0% | +2.0% | -12.0% | -10.9% |
| 6M | -30.5% | +19.9% | -50.4% | -34.6% |
| YTD | -39.2% | +35.7% | -75.0% | -44.9% |
| 1Y | -75.5% | +68.1% | -143.6% | -79.2% |
| 3Y | +45.4% | +87.1% | -41.6% | +10.6% |
| All | -14.4% | +79.5% | -94.0% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling