+96.6%
VCIT vs VTRS
+48.7%
+48.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.5% | +9.6% | -10.1% | -0.6% |
| 30D | +1.5% | +20.1% | -18.6% | +1.3% |
| 3M | -1.0% | +30.3% | -31.3% | -1.2% |
| 6M | -1.7% | +26.3% | -28.0% | -1.9% |
| YTD | -1.4% | +73.1% | -74.5% | -1.8% |
| 1Y | -0.9% | +94.7% | -95.6% | -1.5% |
| 3Y | +19.8% | +159.7% | -139.9% | +18.9% |
| 5Y | +4.6% | +79.7% | -75.1% | +3.8% |
| 10Y | +31.5% | -30.5% | +62.0% | +29.6% |
| All | +96.6% | +48.7% | +48.0% | +100.6% |
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