+2,273.4%
STM vs VTRS
+162.0%
+2,111.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | -7.4% | +1.9% | -9.2% | -7.9% |
| 3M | -30.6% | +5.1% | -35.7% | -32.1% |
| 6M | +66.4% | +20.1% | +46.3% | +56.0% |
| YTD | +101.1% | +36.6% | +64.6% | +81.6% |
| 1Y | +97.4% | +64.1% | +33.3% | +68.1% |
| 3Y | +21.1% | +86.4% | -65.2% | -2.3% |
| 5Y | +22.5% | +40.9% | -18.4% | +5.0% |
| 10Y | +657.6% | -48.7% | +706.3% | +706.5% |
| All | +2,273.4% | +162.0% | +2,111.4% | +1,449.7% |
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