-50.0%
VTRS vs BBWI
-55.0%
+5.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.3% |
| 7D | -2.2% | -4.8% | +2.6% | -1.4% |
| 30D | +3.3% | +3.5% | -0.2% | +2.3% |
| 3M | +2.0% | -0.3% | +2.3% | +1.3% |
| 6M | +19.9% | -5.4% | +25.3% | +19.4% |
| YTD | +35.7% | -4.7% | +40.5% | +34.3% |
| 1Y | +68.1% | -30.5% | +98.6% | +74.1% |
| 3Y | +87.1% | -44.3% | +131.4% | +96.3% |
| 5Y | +47.6% | -66.9% | +114.5% | +63.5% |
| All | -50.0% | -55.0% | +5.0% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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