+3,061.7%
SPY vs VTRS
+120.3%
+2,941.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.4% | -3.5% | +3.1% | +0.3% |
| 30D | -1.4% | +2.1% | -3.5% | -1.8% |
| 3M | +3.7% | +2.6% | +1.1% | +2.9% |
| 6M | +13.0% | +17.8% | -4.8% | +9.0% |
| YTD | +12.4% | +35.7% | -23.3% | +5.3% |
| 1Y | +18.5% | +63.5% | -45.0% | +6.9% |
| 3Y | +77.6% | +85.1% | -7.5% | +53.7% |
| 5Y | +81.7% | +42.5% | +39.2% | +62.3% |
| 10Y | +319.7% | -48.2% | +367.9% | +326.0% |
| All | +3,061.7% | +120.3% | +2,941.4% | +2,078.9% |
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