+228.2%
VT vs VTRS
-48.8%
+277.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -0.1% | -3.5% | +3.3% | +0.6% |
| 30D | -0.7% | +2.1% | -2.8% | -1.1% |
| 3M | +4.0% | +2.6% | +1.4% | +3.2% |
| 6M | +12.3% | +17.8% | -5.5% | +8.0% |
| YTD | +14.0% | +35.7% | -21.6% | +6.2% |
| 1Y | +20.3% | +63.5% | -43.2% | +7.4% |
| 3Y | +75.4% | +85.1% | -9.7% | +49.3% |
| 5Y | +66.0% | +42.5% | +23.5% | +45.7% |
| 10Y | +228.2% | -48.2% | +276.4% | +223.7% |
| All | +228.2% | -48.8% | +277.0% | +223.7% |
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