+131.2%
TLT vs VTRS
+57.7%
+73.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -0.3% | +1.9% | -2.1% | -0.2% |
| 3M | -1.7% | +5.1% | -6.8% | -1.3% |
| 6M | -4.9% | +20.1% | -25.0% | -3.6% |
| YTD | -2.8% | +36.6% | -39.4% | -0.5% |
| 1Y | -4.2% | +64.1% | -68.3% | -0.6% |
| 3Y | -1.1% | +86.4% | -87.5% | +4.2% |
| 5Y | -33.7% | +40.9% | -74.6% | -31.1% |
| 10Y | -20.7% | -48.7% | +28.1% | -21.5% |
| All | +131.2% | +57.7% | +73.5% | +185.0% |
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