+62.5%
VWO vs VTRS
+84.5%
-22.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | -0.1% | +3.3% | -3.4% | -0.6% |
| 3M | +2.2% | +2.0% | +0.3% | +1.7% |
| 6M | +8.8% | +19.9% | -11.2% | +4.8% |
| YTD | +12.4% | +35.7% | -23.3% | +6.0% |
| 1Y | +15.6% | +68.1% | -52.5% | +4.8% |
| 3Y | +62.5% | +87.1% | -24.6% | +39.0% |
| All | +62.5% | +84.5% | -22.0% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling