+110.2%
T vs VTRS
+84.5%
+25.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | +1.5% | -2.2% | +3.7% | +1.6% |
| 30D | +7.5% | +3.3% | +4.1% | +7.3% |
| 3M | +14.8% | +2.0% | +12.8% | +14.5% |
| 6M | -1.7% | +19.9% | -21.7% | -2.9% |
| YTD | +8.7% | +35.7% | -27.0% | +6.2% |
| 1Y | -7.5% | +68.1% | -75.6% | -11.3% |
| 3Y | +110.2% | +87.1% | +23.2% | +85.7% |
| All | +110.2% | +84.5% | +25.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling