+821.2%
SPYM vs VTRS
+5.2%
+815.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | -1.1% | +3.3% | -4.4% | -1.8% |
| 3M | +3.9% | +2.0% | +1.9% | +3.1% |
| 6M | +13.6% | +19.9% | -6.3% | +8.4% |
| YTD | +12.7% | +35.7% | -23.0% | +4.3% |
| 1Y | +17.6% | +68.1% | -50.5% | +3.3% |
| 3Y | +77.2% | +87.1% | -9.9% | +48.5% |
| 5Y | +84.1% | +47.6% | +36.5% | +59.2% |
| 10Y | +323.8% | -48.2% | +372.0% | +330.5% |
| All | +821.2% | +5.2% | +815.9% | +510.7% |
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