+6,037.0%
SO vs VTRS
+557.1%
+5,479.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -3.2% | +1.9% | -5.1% | -3.3% |
| 3M | -1.7% | +5.1% | -6.8% | -2.1% |
| 6M | -7.2% | +20.1% | -27.3% | -8.5% |
| YTD | +4.6% | +36.6% | -32.0% | +2.0% |
| 1Y | +1.2% | +64.1% | -62.9% | -2.7% |
| 3Y | +45.3% | +86.4% | -41.1% | +37.4% |
| 5Y | +58.7% | +40.9% | +17.8% | +51.9% |
| 10Y | +155.9% | -48.7% | +204.6% | +154.9% |
| All | +6,037.0% | +557.1% | +5,479.9% | +4,630.0% |
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