+105.9%
USB vs VTRS
-48.6%
+154.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -2.3% | +1.9% | -4.1% | -2.9% |
| 3M | +13.9% | +5.1% | +8.8% | +11.6% |
| 6M | +21.6% | +20.1% | +1.5% | +13.7% |
| YTD | +19.3% | +36.6% | -17.2% | +6.4% |
| 1Y | +33.6% | +64.1% | -30.5% | +11.6% |
| 3Y | +97.7% | +86.4% | +11.4% | +53.5% |
| 5Y | +40.4% | +40.9% | -0.4% | +16.4% |
| 10Y | +105.9% | -48.7% | +154.7% | +93.2% |
| All | +105.9% | -48.6% | +154.6% | +93.2% |
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 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