-35.7%
U vs VTRS
+27.9%
-63.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.1% |
| 7D | +5.5% | -2.2% | +7.7% | +6.6% |
| 30D | -1.3% | +3.3% | -4.6% | -2.9% |
| 3M | +64.6% | +2.0% | +62.6% | +61.1% |
| 6M | +119.4% | +19.9% | +99.4% | +96.3% |
| YTD | -0.5% | +35.7% | -36.2% | -17.1% |
| 1Y | +1.3% | +68.1% | -66.8% | -25.0% |
| 3Y | +15.6% | +87.1% | -71.5% | -20.9% |
| 5Y | -67.5% | +47.6% | -115.1% | -77.2% |
| All | -35.7% | +27.9% | -63.6% | -51.3% |
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