+494.4%
TEAM vs VTRS
-48.4%
+542.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -5.2% | -2.2% | -3.0% | -4.8% |
| 30D | +15.8% | +3.3% | +12.4% | +15.0% |
| 3M | +101.5% | +2.0% | +99.5% | +100.6% |
| 6M | +138.2% | +19.9% | +118.2% | +129.4% |
| YTD | +10.8% | +35.7% | -24.9% | +3.5% |
| 1Y | +1.7% | +68.1% | -66.4% | -9.3% |
| 3Y | -16.0% | +87.1% | -103.1% | -28.0% |
| 5Y | -52.7% | +47.6% | -100.3% | -58.6% |
| All | +494.4% | -48.4% | +542.8% | +489.5% |
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 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