-53.4%
TE vs VTRS
-2.3%
-51.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | +0.9% | -3.3% | +4.2% | +2.1% |
| 30D | -16.3% | +1.4% | -17.6% | -16.7% |
| 3M | -40.8% | +4.6% | -45.4% | -42.4% |
| 6M | -42.6% | +18.1% | -60.7% | -47.4% |
| YTD | -31.4% | +34.7% | -66.1% | -40.7% |
| 1Y | +144.9% | +65.6% | +79.3% | +95.5% |
| 3Y | -26.0% | +83.8% | -109.8% | -42.0% |
| 5Y | -48.5% | +46.5% | -95.0% | -59.6% |
| All | -53.4% | -2.3% | -51.1% | -62.5% |
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