+3,343.4%
STX vs VTRS
-48.4%
+3,391.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -5.5% | +3.3% | -8.8% | -6.3% |
| 3M | -4.3% | +2.0% | -6.3% | -5.6% |
| 6M | +115.6% | +19.9% | +95.7% | +102.8% |
| YTD | +202.2% | +35.7% | +166.5% | +173.4% |
| 1Y | +325.3% | +68.1% | +257.2% | +261.8% |
| 3Y | +1,283.9% | +87.1% | +1,196.8% | +1,010.1% |
| 5Y | +1,048.3% | +47.6% | +1,000.7% | +857.6% |
| All | +3,343.4% | -48.4% | +3,391.8% | +3,345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling