-50.0%
VTRS vs ED
+108.5%
-158.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | +3.3% | -0.4% | +3.7% | +3.4% |
| 3M | +2.0% | +0.5% | +1.5% | +1.8% |
| 6M | +19.9% | -3.1% | +23.1% | +20.5% |
| YTD | +35.7% | +9.8% | +25.9% | +32.7% |
| 1Y | +68.1% | +12.6% | +55.5% | +63.3% |
| 3Y | +87.1% | +31.4% | +55.7% | +74.2% |
| 5Y | +47.6% | +69.4% | -21.8% | +30.6% |
| All | -50.0% | +108.5% | -158.5% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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