+159.8%
XLB vs VTRS
-48.4%
+208.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -3.1% | +3.3% | -6.4% | -3.9% |
| 3M | -0.2% | +2.0% | -2.1% | -0.9% |
| 6M | +3.1% | +19.9% | -16.9% | -2.0% |
| YTD | +13.3% | +35.7% | -22.5% | +4.1% |
| 1Y | +12.0% | +68.1% | -56.1% | -2.7% |
| 3Y | +31.4% | +87.1% | -55.7% | +8.5% |
| 5Y | +33.9% | +47.6% | -13.7% | +14.3% |
| All | +159.8% | -48.4% | +208.2% | +154.0% |
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 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