+177.8%
XLE vs VTRS
-48.4%
+226.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | +6.7% | +3.3% | +3.4% | +5.8% |
| 3M | +14.9% | +2.0% | +12.9% | +13.8% |
| 6M | +15.9% | +19.9% | -4.0% | +9.1% |
| YTD | +47.7% | +35.7% | +12.0% | +33.8% |
| 1Y | +50.7% | +68.1% | -17.4% | +28.1% |
| 3Y | +57.9% | +87.1% | -29.2% | +25.8% |
| 5Y | +227.0% | +47.6% | +179.4% | +170.5% |
| All | +177.8% | -48.4% | +226.2% | +168.5% |
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