+89.2%
USB vs VTRS
-35.9%
+125.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.6% |
| 7D | +0.8% | +9.7% | -9.0% | -2.3% |
| 30D | +6.8% | +16.2% | -9.4% | +1.6% |
| 3M | -3.8% | +25.6% | -29.4% | -10.9% |
| 6M | +11.7% | +21.1% | -9.4% | +4.3% |
| YTD | +17.5% | +68.5% | -51.0% | -2.5% |
| 1Y | +33.8% | +109.6% | -75.9% | +2.8% |
| 3Y | +104.2% | +156.5% | -52.3% | +41.7% |
| 5Y | +26.4% | +73.5% | -47.1% | -2.5% |
| 10Y | +89.2% | -34.1% | +123.3% | +66.1% |
| All | +89.2% | -35.9% | +125.1% | +66.1% |
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