-63.2%
W vs VTRS
+47.1%
-110.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.6% |
| 7D | -0.9% | -2.2% | +1.3% | +0.6% |
| 30D | -4.2% | +3.3% | -7.6% | -6.4% |
| 3M | +26.9% | +2.0% | +24.9% | +24.5% |
| 6M | +31.2% | +19.9% | +11.3% | +16.0% |
| YTD | -1.8% | +35.7% | -37.6% | -21.7% |
| 1Y | +9.3% | +68.1% | -58.8% | -25.9% |
| 3Y | +33.2% | +87.1% | -53.9% | -20.6% |
| All | -63.2% | +47.1% | -110.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling