+165.0%
W vs VTRS
-54.0%
+219.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | -6.2% | +1.9% | -8.1% | -7.0% |
| 3M | +48.9% | +5.1% | +43.8% | +45.9% |
| 6M | +31.2% | +20.1% | +11.1% | +22.1% |
| YTD | -0.4% | +36.6% | -37.0% | -12.7% |
| 1Y | +14.8% | +64.1% | -49.3% | -7.0% |
| 3Y | +40.5% | +86.4% | -45.9% | +8.2% |
| 5Y | -62.1% | +40.9% | -103.0% | -68.6% |
| 10Y | +141.5% | -48.7% | +190.3% | +128.7% |
| All | +165.0% | -54.0% | +219.0% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling