+42.0%
SOFI vs VTRS
+10.8%
+31.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -4.9% | -2.2% | -2.7% | -4.0% |
| 30D | -3.5% | +3.3% | -6.8% | -4.8% |
| 3M | +3.9% | +2.0% | +1.9% | +2.5% |
| 6M | -6.5% | +19.9% | -26.5% | -15.0% |
| YTD | -33.8% | +35.7% | -69.6% | -43.6% |
| 1Y | -33.3% | +68.1% | -101.4% | -48.9% |
| 3Y | +94.6% | +87.1% | +7.5% | +36.2% |
| 5Y | +13.3% | +47.6% | -34.4% | -19.3% |
| All | +42.0% | +10.8% | +31.2% | +20.9% |
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