+216.4%
TER vs VTRS
+47.1%
+169.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | +6.4% | -2.2% | +8.5% | +7.1% |
| 30D | -5.7% | +3.3% | -9.0% | -6.8% |
| 3M | -0.4% | +2.0% | -2.4% | -2.0% |
| 6M | +25.8% | +19.9% | +5.9% | +15.7% |
| YTD | +96.4% | +35.7% | +60.7% | +72.8% |
| 1Y | +229.2% | +68.1% | +161.1% | +166.7% |
| 3Y | +288.1% | +87.1% | +201.0% | +189.2% |
| All | +216.4% | +47.1% | +169.3% | +142.2% |
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