+19.6%
STM vs VTRS
+41.7%
-22.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +1.7% | -3.5% | +5.1% | +3.1% |
| 30D | -5.2% | +2.1% | -7.3% | -5.9% |
| 3M | -29.6% | +2.6% | -32.2% | -31.0% |
| 6M | +54.4% | +17.8% | +36.6% | +41.6% |
| YTD | +99.5% | +35.7% | +63.9% | +72.9% |
| 1Y | +100.8% | +63.5% | +37.3% | +60.5% |
| 3Y | +20.2% | +85.1% | -65.0% | -12.9% |
| All | +19.6% | +41.7% | -22.1% | -10.4% |
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