+46.0%
VTRS vs VSXY
+37.5%
+8.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +3.3% | -18.7% | +22.0% | +5.6% |
| 3M | +2.0% | -4.0% | +6.0% | +1.9% |
| 6M | +19.9% | +67.5% | -47.5% | +9.7% |
| YTD | +35.7% | +39.7% | -3.9% | +26.5% |
| 1Y | +68.1% | +180.0% | -111.9% | +41.0% |
| 3Y | +87.1% | +337.3% | -250.2% | +38.6% |
| 5Y | +47.6% | +22.7% | +25.0% | +29.2% |
| All | +46.0% | +37.5% | +8.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 all: compounded portfolio wealth divided by compounded VSXY 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…
all analysis · Full analysis span regression · 6 months rolling