+40.3%
XLC vs VTRS
+47.1%
-6.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +0.5% | -2.2% | +2.7% | +1.0% |
| 30D | +2.1% | +3.3% | -1.2% | +1.4% |
| 3M | +0.7% | +2.0% | -1.3% | 0.0% |
| 6M | -3.2% | +19.9% | -23.1% | -7.5% |
| YTD | -3.8% | +35.7% | -39.5% | -11.0% |
| 1Y | -2.0% | +68.1% | -70.1% | -14.0% |
| 3Y | +71.4% | +87.1% | -15.7% | +41.1% |
| All | +40.3% | +47.1% | -6.8% | +15.7% |
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