+1,232.7%
VST vs VTRS
-45.7%
+1,278.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +5.3% | -3.5% | +8.8% | +6.0% |
| 30D | +5.8% | +2.1% | +3.6% | +5.4% |
| 3M | +3.5% | +2.6% | +0.9% | +2.7% |
| 6M | -7.4% | +17.8% | -25.2% | -10.7% |
| YTD | -6.1% | +35.7% | -41.7% | -12.1% |
| 1Y | -21.6% | +63.5% | -85.1% | -29.6% |
| 3Y | +357.2% | +85.1% | +272.1% | +292.8% |
| 5Y | +777.0% | +42.5% | +734.5% | +671.3% |
| All | +1,232.7% | -45.7% | +1,278.5% | +1,129.6% |
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 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