+57.8%
SO vs VTRS
+47.1%
+10.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | -5.0% | +3.3% | -8.3% | -5.3% |
| 3M | -5.8% | +2.0% | -7.8% | -6.0% |
| 6M | -7.9% | +19.9% | -27.9% | -9.5% |
| YTD | +2.4% | +35.7% | -33.3% | -0.6% |
| 1Y | -2.3% | +68.1% | -70.4% | -7.1% |
| 3Y | +41.9% | +87.1% | -45.2% | +31.5% |
| All | +57.8% | +47.1% | +10.7% | +45.5% |
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