+64.9%
VZ vs VTRS
-48.4%
+113.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | +7.7% | +3.3% | +4.4% | +7.3% |
| 3M | +9.7% | +2.0% | +7.7% | +9.3% |
| 6M | +3.1% | +19.9% | -16.9% | +0.6% |
| YTD | +30.5% | +35.7% | -5.2% | +25.2% |
| 1Y | +22.5% | +68.1% | -45.6% | +14.2% |
| 3Y | +82.4% | +87.1% | -4.7% | +65.7% |
| 5Y | +28.0% | +47.6% | -19.6% | +17.9% |
| All | +64.9% | -48.4% | +113.2% | +60.4% |
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