+23.6%
SYY vs VTRS
+47.1%
-23.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.9% | -2.2% | +6.1% | +4.4% |
| 30D | -1.7% | +3.3% | -5.1% | -2.4% |
| 3M | +5.2% | +2.0% | +3.2% | +4.5% |
| 6M | -0.2% | +19.9% | -20.1% | -4.3% |
| YTD | +15.4% | +35.7% | -20.4% | +7.4% |
| 1Y | +5.6% | +68.1% | -62.5% | -6.3% |
| 3Y | +28.9% | +87.1% | -58.2% | +8.2% |
| All | +23.6% | +47.1% | -23.5% | +2.6% |
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