-37.8%
U vs VTRS
+27.9%
-65.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +4.4% | -3.5% | +7.8% | +6.0% |
| 30D | -1.3% | +2.1% | -3.4% | -2.4% |
| 3M | +49.6% | +2.6% | +47.0% | +46.0% |
| 6M | +100.2% | +17.8% | +82.4% | +80.8% |
| YTD | -3.7% | +35.7% | -39.3% | -19.8% |
| 1Y | -6.5% | +63.5% | -70.0% | -29.7% |
| 3Y | +12.9% | +85.1% | -72.2% | -22.4% |
| 5Y | -68.3% | +42.5% | -110.8% | -77.8% |
| All | -37.8% | +27.9% | -65.6% | -52.9% |
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