+2,486.9%
VRT vs VTRS
-44.3%
+2,531.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -8.4% | -2.2% | -6.2% | -7.8% |
| 30D | -10.9% | +3.3% | -14.2% | -11.7% |
| 3M | -13.7% | +2.0% | -15.7% | -14.7% |
| 6M | -4.1% | +19.9% | -24.1% | -10.0% |
| YTD | +58.7% | +35.7% | +23.0% | +43.8% |
| 1Y | +89.6% | +68.1% | +21.5% | +60.9% |
| 3Y | +558.1% | +87.1% | +471.1% | +420.0% |
| 5Y | +953.0% | +47.6% | +905.3% | +767.9% |
| All | +2,486.9% | -44.3% | +2,531.1% | +2,069.0% |
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