-49.4%
VG vs VTRS
+101.3%
-150.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.7% |
| 7D | -7.7% | +10.2% | -17.9% | -7.4% |
| 30D | -8.8% | +18.2% | -27.0% | -8.3% |
| 3M | -15.6% | +29.0% | -44.7% | -15.1% |
| 6M | +5.2% | +23.2% | -18.0% | +5.7% |
| YTD | +76.9% | +71.4% | +5.5% | +67.8% |
| 1Y | +42.5% | +112.3% | -69.8% | +28.5% |
| All | -49.4% | +101.3% | -150.7% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling